Piracy is bad, period. People steal from other people. Some tolerate it, some don't. It just so happens we've got the good side of the medal with ZUN. Thing is, a lot of those said people either don't have the means to buy their own stuff yet (like I do), don't see the price being worth it, or are locked from getting the said software (country restriction or whatever else.)
Plus, a majority bats a blind eye because priorities are different in the West. Nobody cares because it's the reality of things. There's much worse than stealing a movie or a game from overseas. Go to Japan and piracy is seen much worse socially compared to here. There are the minority that wants to feel morally superior by telling people "piracy is a crime", but those makes a fool out of themselves when you hear them.