Those who pirate their entertainment tend not to be likely to spend money on the content, to begin with. While I have no doubt that there are a good deal of jerks out there that could easily afford to pay for their consumption, the majority, I suspect, would do without, if no avenue existed to obtain the works without fee. That's really just the way the market works out. The impression I get, is that people tend to be willing to part with otherwise unallocated personal funds in exchange for such things that they like, but many just don't have those unallocated personal funds available to spend. Thus, Napster-like services are born and continue to mutate and propagate.
Downloading these things is easy for people to justify to themselves. They weren't possibly going to spend money on it, anyway; or the original copy still exists where it was to begin with, so it isn't really like actually sneaking a CD in your jacket pocket from a rack at Sam Goody at the mall. The store still has their copy to sell, you now have what you wanted, and nobody's poorer for it. See? Very easy.
Meanwhile, all the other kiddies in the class are asking each other if they've seen the new and hot feature film, or heard Taylor Swift's new album. Not being one with the tide is somewhat more difficult to justify, as that attaches more directly to one's identity. If you can't obtain or experience the cultural icons, then you may have to detach from your preferred social grouping, and toss in with some sort of hipsters or curmudgeons. This may be downright unthinkable to a lot of social drones, especially when they are very young, and as yet lack the experience needed to carve out an identity of their own. So abstaining from these musics, books and movies due to lack of funding becomes overwhelmingly more difficult to justify than obtaining copies from a faceless stranger in the night.
It's a cultural pressure we have, to consume, and the aggressive hyping and advertising the entertainment industry rains down upon us strangely promote it. The advertisements call an individual's attention to it, he tells his friend and his friend tells him back. Now it's a thing to both of them. They've connected on it. They connect with others on it. Some will have the capacity to pay for it, others won't. Those that can pay for it, by and large, do. Those that can't either get copies from those who can, or begrudgingly go without. Those who go without loose their connection with those who didn't, and become a lower caste in the social hierarchy (despite their greater integrity than the second group, which I suspect sometimes makes them spiteful-- thus: hipsters). Those who got their copies for free are then threatened by the industry over their life choices, and therefore, the cries of entitlement begin.
That's my guess at it, anyway.