Here in Finland Game of Thrones is presented by the public broadcaster (they also provide it on their online service five episodes a time). Basically then downloading the episodes is not thievery, but an alternative way to access the content. It's paid for by my taxes (although I got tired of the series after the 3rd season).
Same goes for other (commercial) providers, who broadcast freely. Imagine that I'd have a tv or online scraper and I'd be able to record everything. Or perhaps record everything on every radio station, and then neatly organize the recordings for my own use. Nobody would have lost anything, if I'd download all of that instead. One could also argue that this would cover everything that would be broadcasted in the future.
If I'd share the content with somebody else I'd probably be notified. Still, if I'd share it freely with people who have the same access (nationally) I'd just to a service for them, and they wouldn't also steal anything.
The concept of thievery in this case is rather fluid.