There's simply a gap between the games and media one wants to play and the games and media one wants to buy. Whatever the reasons are (I'm not sure I'll like it, DRM or bugs might make the game unplayable, I'm unwilling to pay full price to have a look, I don't want to commit to a subscription, I'm an irresponsible freeloader...) piracy fills the gap in a way that is impossible with material goods, and it will always be so. There's no way out, and DRM just erodes goodwill. For example, I stopped buying Sony audio CDs, even from artists I like, after the rootkit scandal of many years ago.
It's a little more complicated than this. Sometimes media (or games) are easier or a combination of easier & cheaper to pirate/workaround drm than obtain legally. E.g. Netflix notoriously has location restrictions on where their licensing applies, and people use vpns to work around these. They literally can't pay Netflix more money to e.g. watch the US catalog from Australia. Or see also how much game of thrones was pirated, especially before hbo had a standalone streaming service. For a while you could get it only as a cable add on, so some cord cutters turned to piracy.
When content is available easily and at a reasonable cost, it's often a better experience to buy than pirate. Sure, there are some people who will still pirate everything but there's a lot in the middle who are willing to pay something.
People who are "willing to pay something" typically have an entertainment budget and are willing to spend that money on high-priority beneficiaries (e.g. struggling publishers and starving indie artists that they'd like to see more work from, works so great that they inspire gratitude, live entertainment that cannot be pirated, gifts for someone else).
Choices of entertainment to pay for diverge from choices of entertainment to consume, and piracy accommodates the difference.
