No. The book was purchased. In some cases the book is purchased directly by the library. In other cases it was purchased by a citizen and then donated to the library when they were done with it. But in any case, each copy of the book (or CD or DVD) was purchased. You are borrowing a purchased copy and will return it when finished. Then someone else will borrow it. That is fair use. If you don't return it to the library, then it might be considered stealing.
> Listening to a song on the radio?
No. Radio stations have contracts in place with the various sources of the music that allows them to broadcast the music. Radio stations cover this cost by selling ads. Pay radio allows you to get the same content commercial free. But your subscription is covering the station's costs. I'm pretty sure there is some sort of royalty payments, but I'm not sure exactly how those work from one station to the next.
> Watching a show over broadcast TV?
No. TV stations a generally affiliates of a higher network that is actually creating the show. Other stations also pay for syndicated shows once they have reached a certain age. TV also uses the ad model and you also find pay stations (like HBO, etc). I would imagine the payment contracts in broadcast TV are also similar to radio.
> What if I avoid commercials...
This is an issue that scared the networks early on when things like TiVo and other DVRs were popping up. I'm pretty sure that commercial avoidance is pretty similar to web ads in that you can't force people to watch them. Even if you were watching it live and could not fast forward... that is typically when you would use the toilet or grab a snack.
So the big difference between all those things and piracy is that those things are approved methods of controlled content delivery and each has a payment structure in place that allows the content creator to receive compensation. Straight up piracy lacks that compensation.
> how does it change things if some people who torrent albums nevertheless spend money on music?
Doesn't matter. That is like saying it is ok to jump the subway turnstile today because you paid the fare 3 times last week.