If by "stealing" you mean, "having another exact copy of something that somebody else has", then sure, I would love it if everybody "steals" and were "stolen from". If it were possible that somebody could have my car, and I get to keep it, too, I would want as many people as wanted it to have a copy. My car, like games, are capital. A system where there is more capital is a system where we're all better off. The reason why most of us don't want people taking things from us is not because we don't want other people to have stuff, but because we don't want to lose our stuff. Gaining Intellectual Property doesn't take anything away from the person who had it. It just adds to the people who have it.
But, isn't that taking the potential away from another person to make money? Yes, it is. However, there are lots of things that take away a person's ability to make money. If everybody makes horse carts and I make a car, I reduce the ability of horse cart manufacturers to make money. But what if they're really good at it and really really like to make money from it? I don't think that most people would consider that a good enough reason to not make cars. If your business model or current occupation doesn't give you profit that you want, then it's not up to other people to help you make it work. Just find another industry. Remove the artificial barriers and let people decide if and how they would like to support your work. So, reducing the ability for somebody to make money off a product by itself is not good reason to restrict an action. Creating artificial barriers to access something for the sole sake of creating a market is a bad idea and reduces overall capital. If a product is good, then there will be a natural model for it to make money.
So, what about the incentive to create good works of art or games, etc.? I believe that thinking is a more recent invention. There has been literature, works of art, games, and many other types of intellectual exchange long before there was a government restricting access to it. People sometimes make these things for fun, or as a hobby, or by commission from somebody who just wants them to exist. However, not everything that is free as in liberty is free as in beer. There's lots of FOSS out there which is made by people who do get paid for their work. Sometimes, the software is made by people who just want it to exist and be shared. Sometimes, it's to share support. Another example is convenience. I just bought a book the other day from a book store that contained nothing but works in the public domain. I knew that I could just as easily go home, take a copy of the table of contents, and download the whole thing myself and print it out if I wanted and be completely within my legal rights. But the book was there, and at a good price, and I liked it. They made a profit, and no copyright law would have been required.
Sure, there's content out there that may be better because the extra funding that copyright laws provide. Also, I think that maybe having some protections for inventors to allow them to recoup cost of development can help provide an incentive. However, I would rather have both those good things gone than to have to endure the current copyright situation where Disney holds copyrights on things generations after the creator it is dead (which they copied originally from the public domain). However, even in the most proper use of copyrights, you aren't exactly taking away a thing. It may be illegal, and that may make it wrong by definition, but it certainly is not harmful in the same sense as stealing a car, and may instead actually benefit society as a whole.