If you steal a physical object, you deprive someone else of having it. Nothing of the sort happens when you copy a media file.
But the bottom line is, it's just not worth paying for digital content for me, merely by knowing the fact that it's available for free. A file has no intrinsic value, why should I pay for it?
I'll gladly pay for an experience, or service, such as a movie theatre or a streaming platform that does the work of delivering content to me. But there is so much free stuff out there, paying to download the latest Batman movie is simply not worth it.
When you pay for things you like, more of it gets made.
Downloading a file (containing the show) from a publicly accessible server on the internet is completely outside of commercial contract so there’s no income in the first place.
Authorities can decide to make it illegal to download files from internet but it’s not "stealing"