It's simple - I don't want to penalize the maker since he might stop making more products that I enjoy, instead catering to a less vocal consumer :) . And yes, if the product in question is art, then I have no other choice than to simply not enjoy it. With software you can almost always say "Go get [some other freeware, opensource or Free alternative]", but art does not work that way - you can't really make an alternative to, say, Futurama, Watchmen, Duke Nukem 3D or Sid Meier's Alpha Centauri - you can make art similar in concept or execution, but all of the characters, settings, plots, visuals and audio are substituted into something else that might not pander to my personal tastes. While art is just another commodity, and in the end I could go by without it, it would definitely make my life that much more empty. Art inspires, shapes character and belief, it is as close to a personification of culture as you can get. There is a lot of it around for free, sure, but some works, even if crippled with DRM, deserve to be seen - they're just that good.
(I almost Morbo'd that one sentence.)