https://en.wikipedia.org/wiki/Sony_BMG_copy_protection_rootk...
I do seriously ask because I avoid pirating stuff because I'm never sure what's there
and yes, I do believe that shady sites are more likely to add some fancy stuff like coin miners to their stuff than actual e.g game vendors like CDPR and similar.
Movies, series, music,.. are usually in file formats not really suitable to carry malware (unless you click on the movie.mp4.exe, but most tech-savy users, who know how to pirate, also know not to do that).
A few audio file formats are (practically) Turing-complete, and there have before been bugs in the VMs that allow privilege escalation.
True enough; Windows has never asked me for a ransom – though it has shown me the dreaded Bitlocker Blue Screen because my "hardware configuration changed" after a software update.
Wouldnt open source be better?
If you need a media player, you can get an opensource one (vlc, mpv,...). If you need excell, because of incompatibilities, macros, whatever, and don't want to pay (or don't want to buy a new one, since 2010 version works fine), you must crack it.