Your incredulity seems intellectually dishonest.
If not malicious, how would you describe enjoying a {book, movie, song, program, ...} that someone has offered for sale without paying for it?
Granted, it's not as clear cut as theft. You aren't depriving anyone of an item that they own.
Granted, the author may in some cases benefit indirectly from copyright infringement, e.g., when you go tell your more honest friends about it, and they go off and buy a copy for themselves.
But in a world where the vast majority of the folks who create these kinds of works need to get paid, and the way they get paid is by selling copies, consuming their work without paying for it seems really fundamentally unfair to them.