Actually I used to "pirate" my legally bought DVDs
I still do, and my PC games as well, mainly because I like to have a digital copy on my computer, but I own DVD versions for a few reasons:
1: Piracy is against the law, but there are no laws about having an illegal version of a game when you own a legit copy, so long as the legit copy the same version as the copy you have downloaded.
2: I don't want to, now, or ever, go fully digital with my game and DVD purchases. I would much rather have a huge collection of Games/DVD's/CD's that friends and family can browse through at their leisure if they wish to borrow something. Also, not wanting to go digital is also about having a hard copy of the game, and its contents (Booklet, Instruction Manual etc...) because I feel this brings 'owning it' more to life.
3. Going fully digital stops my ability to be able to just install a game at my leisure, play it, and uninstall, without ever having to go online. Some people are on limited connections (I am on mobile broadband with only allows me 500mb of data transfer a day) and that stops us from downloading games at 4-8GB each.
4. I don't like companies such as steam, who offer single-player, offline only games, yet FORCE you to be online while playing. They also (I don't know about the latest version of steam, I now refuse to ever own it again) punish you for losing internet connection. What I mean by this, is, if you unexpectedly lose your connection for any reason, while steam is in ONLINE mode, you CANNOT get to your games. You have to be ONLINE to turn the damn thing to OFFLINE.
I could go on, but I think I would just be ranting if I did!