If I produce and distribute content like music or videos, it's fair for me to want people that want to rent or own it to pay for it. I put a lot of time and effort into it, I have to manage and market it, maybe store it, and I want to make a living at it.
If people are stealing it, ahem, copying without permission, it undercuts my living. I have a right to earning from my work, and you don't have a right to just download it or copy it or distribute it to others without me getting paid for it. It's literally preventing earnings for me that would otherwise happen if you didn't copy it without permission (ahem, stealing).