You infringe the copyright of digital content the moment you access it through an unauthorised mode of distribution. It costs a lot to develop, make and distribute movies, TV shows, albums, software and books.
At one point in time a physical disc, reel of film, book etc was relatively easy to control compared to a digitised version of your work. CDs and DVDs were the first step, containing a digital version of your material. When burners and the means to break inscription became available, all that was left to really impact media sales was a quick and easy means of distribution. In stepped the internet. Today, people have access to speeds allowing the download of a high definition movie in minutes.