I used to pirate (all of my) music. I have bought a grand total of one CD ever. Now I happily consume most of my music through a paid subscription to Rdio.
Similarly, I pay for netflix. I (grudgingly) go to theatres occasionally. I don't own and have no desire to own a dvd player, and pirate movies occasionally when they're not conveniently available.
Similarly, I pirate Game of Thrones, but would happily pay up to $5 per episode if it were an option. I will not buy the DVDs, as I have no desire to see it again. If I could buy the DVDs at the same time as the show airs (without getting off my couch), I would happily do so.
It is quite literally all about convenience for some people.