Because people who don't pirate stuff are subsidising those who do and if nobody paid for anything, new stuff wouldn't get made (or at least it wouldn't be available from those people who relied on the income from sales to make a living).
I'd really like to hear your explanation for why you have no obligation. Just because pirating isn't theft in the technical sense, it doesn't mean you're excempt from paying for someone else's work if you use it for their intended purposes. (as in downloading a song and listening to it)
