Because if people are simply stealing games, the developer makes less money from that game. If the developer doesn't make enough money from their game, they won't be able to follow up with another, possibly even better game which I might have very much enjoyed playing. Also, it's just WRONG, regardless of how it affects me personally. If the people who made the game aren't giving it away for free, the people who still want the game should pay for it (barring cases where there's no possible way that person could obtain the game legally where they live).