I see no moral problem with file sharing. Personally it's rarely worth the hassle, though I occasionally convert a youtube video to and mp3 for niche songs I can't find on spotify. I'd say it depends on how you value your time and how difficult it is to find what you want.

"Piracy" is the legitimate competitor of streaming services. It seems like we have had a period where streaming offered a better product, but having a credible threat of competition is important to keep the streaming offerings competitive and relevant.