Duhh. Neither does the artist make any money.
So? The copy doesn't mean that downloader would have ever given any money to the artist if that was the only way to obtain the file, they might (probably) would have just gotten something else for free instead (or be willing to pay a lower, but not offered in the marketplace, rate). That's why we have all these new methods of paying artists like donations (pay what you want), kickstarter (like for the latest Zach Braff movie), indiegogo, etc. (as well as the traditional methods like t-shirts and swag and concerts, seeing the movie in the theater for the theater experience)
These are inherently ephemeral goods; there is no real world resource loss. Whether they get paid once or a billion times, the amount of work has not changed. Even if they never get paid, like plenty of artists who work their whole lives at their craft and never even make rent money.
If you can't make money doing what you are doing, then do something else.