The real reason is because they can get away with it and benefit.
There are 2 arguments that are almost reasonable. There not reasonable, but they are close. The first is perceived slights by the game industry. people feel exploited, and that justifies piracy. Now many times, the pirates find something to feel exploited over, and then use that as justification, but that's besides the point.
The second reason is explained here.
http://xelipe.tumblr.com/post/47807318/file-sharing-is-not-piracy-piracy-is-stealing
This one almost holds water. The idea is that stealing requires the removal of the original copy, and bad copyright infringement sells a copy for profit, competing with the original. But piracy is a victimless crime, since it doesn't take a physical copy, and doesn't get done for a profit. Of course, they fail to acknowledge the fact that who the hell cares about a physical copy, you are getting the game without paying, and the person who made the game and needs to sell it for there livelihood is not getting paid for there service. Game Design is, at this point in time, a service, not a product. The developers make and distribute the game, the physical product is just an unfortunately necessary medium through which the service operates. You might as well find a game pirater who is a barber, get him to cut your hair, then run out of the shop before paying yelling, "Im not stealing your customers, and I didn't steal your scissors, you have nothing on me!" No, dick, they did a service which benefited you with the expectation that they would be compensated for there work, and you bailed out.