Game companies employ people who make a living through investment and game sales. Pirated games are not sales. Piracy is, at best, useless to companies and developers, and it is, at worst, directly detrimental.
Think of it as a value calculation. If you distribute 1000 copies for $10,000, the value of your product is $10 per copy. If you distribute 10,000 copies for $10,000, the value of your product is $1 a copy. It is a hell of a lot easier to keep making games if the value of your product is higher, even if the total sales revenues are the same. Ignoring, for a moment, the fact that it ultimately costs more to provide good customer support (or, in this case, to balance server load) for a larger number of users, people will look at your prior sales to justify investing in your company, which helps pay your people until that next big release. If you can't pay your people, they leave (or starve), your products suck, and you go under - despite any potentially awesome ideas you might have had. Investment makes the world go 'round.
Anyhow, even if that argument doesn't appeal to you, consider that a game is essentially the collaborative effort and creativity of a group of individuals trying to monetize their labors. Do you really feel right NOT paying for something like that? Even if you aren't really "stealing" a physical object that can't be replaced, you're profiting from the work of others and using that work in a manner in which it was not intended. Those developers intend for people to buy their product, which you aren't doing. Even assuming the game isn't very good, there's no justification. That's why we have reviewers, game videos, message boards, demo consoles, and friends. If you have access to the internet (as you likely would to pirate something), you can find plenty of informative sources on a game. At this point in my life, I have a pretty darned good idea of what games I'll like and what games I won't - it's not hard. Anyone should be able to discern whether or not they should buy a game before actually ever playing it.
Game developers should be gaining from people playing their games. Even if they simply don't lose anything (sales, a physical copy, whatever), it's not good enough. That's not the point of commercial video games.
