No, I wouldn't steal a car, handbag, television, or a physicle DVD. That would deprive someone of their property and be a violation of Criminal law.
Downloading a copy of someones IP without their permission does NOT deprive them of their physical property and is not covered by Criminal law. Using a portion of someones IP for parody or satire is allowed in small amounts.
Making a complete copy and using it for profit is Copyright infringement and covered under Civil law. Operations that make and distribute IP covered by an active copyright without the permission of the rights holder are still considered Civil because no one has been deprived of their physical property.
I agree that data harvesting someone's IP for AI training is wrong for the simple fact that someone other than the copyright holder profits from the action and the people doing the training do not have permission to use the IP in that manner.
But please stop putting that BS "you wouldn't steal a car ..." line. It was BS when it came out, and is still BS. Media companies trying to change public perception of copyright infringement to justify their use of SWAT teams, criminal courts, and completely ruining average people's lives for downloading something for private, non profitable use.
For the record, IANAL but I have studied law. Life events intervened and I've never gotten around to taking the Bar exam.