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.