What Big Tortoise said.
Why should they make piratebay illegal?
It's a very common misconception that a pirated copy equals one missed sale. I dare say, admittedly without any data to pick it up, that less than one percent of all pirated copies would've been sold if they weren't available to download for free.
Another ptoblem is that "piracy", which is a stupid word for that actually, isn't theft. It doesn't take anything away from the "victim". If a thief stole my phone, I can't use it anymore. If a "pirate" downloads my song/game/movie, I can still sell it to other people.
Also, while I do respect the artists work, and the need for developers and publishers to make profits, they don't really do anything to prevent piracy, other than trying to scare people off. Which usually doesn't work.
Just as a small comparison:
I recently bought a movie on Blu-Ray.
The movie connects to the internet to download movie trailers without my bidding.
These Trailers are not skippable, so whenever I pop it in, I have to look at two trailers before I get to the menu.
While thankfully, they have finally omitted the "piracy is bad" commercial, there's now the slightly less, but still annoying "thank you for buying" clip.
And as the last straw, the playback of said Blu-Ray was very juttery and skipped seconds or halted for seconds every few minutes, making the movie unwatchable. It turned out that the internet connectivity of the blu-Ray caused that. So to enjoy the movie, I have to disable my internet (which thankfully also get's rid of the trailer, even though it does spend some time looking for them when offline.
A pirated copy of the same movie would've let me watch it as soon as I opened it, without the hassle.
The only downside is that there are no extras, but honestly, they suck on most movies anyway.
And it's a similar thing with games and DRM/download services.
So I strictly oppose every anti-piracy measure as long as the indsutry thinks that paying customers are to be punished for piracy rather than offering incentives to buy originals.
And as a final disclaimer: while I was "pirating" for a time when I was short on money and lived with my parents, nowadays I don't. But even back then, I was one of the few pirates who did buy good games after having tried the illegal extended demo.