1. Open Steam 2. Search for game 3. Buy game 4. Play game
Whereas if I want to watch a movie, I honestly don't even know where to start looking for it, there's no simple way to just pay for it on the movie app, keep it forever, download it, and watch it when you want. You have to do this ritual of finding what streaming service it's actually on, hope you have a subscription to it, if not subscribe to it, probably find it's not even available in your region, and if the stars align you might be able to watch your film for the next 30 days.
Or you can go on one of the many pirate sites, search for the movie, click the play/download button, and you're sorted.
I do pirate movies quite frequently, but moreso because it's the only realistic way to type a name into a search bar and just play the damn thing.