It's mostly the paying customer who ends up with the burden. I would really like to know the train of thought behind it because for me that is just plain weird.

It's the same when you buy a movie or a television show on DVD/BR. You first get the traditional FBI warnings (that as a non US citizen doesn't apply to me) and if you are lucky you get a 3 minute unskippable scenes about how piracy is the equivalent of murdering a thousand puppies.

Somebody who pirates never see these things and have a better viewing experience.