1) Computer repair shops very frequently format computers and re-install pirated copies of Windows. Considering the spyware problem of not too long ago, this is incredibly common.
2) Many parts of the world don't have stores like Best Buy and Dell might not ship there. Many computers are sold as brand new with a pirated copy of Windows.
3) In some nations, pirated Windows copies are sold by street vendors right next to pirated movies and video games. If you don't understand or respect intellectual property rights, you might as well upgrade from XP to Win 7 for next to nothing.
Microsoft estimates that 1 in 5 computers has an illegal copy of Windows: http://www.computeractive.co.uk/computeractive/news/2173265/...
Even if you adjust for source-bias, that's a pretty bug number.
(Also, FYI, if you do buy a computer and it came with an illegal copy of Windows, you should contact Microsoft to trade it in for a legit copy. It's usually free to do so provided you rat on the sketchy vendor)