As a general rule, we don't pay for content. Speaking as a society. We pay for the wrapper that the content is encased in, or we pay to reward the creator...but to pretty much all of us, we're not paying for the content, at least not directly.
People don't hear a song on the radio, then go to the bands website to toss a quarter at them, they don't get a lend of a friends book/DVD then send them a check for 19.99. We have no problem with renting a movie, or getting a book out of the library. Even though we are gaining the experience of the content, the only "cost" we perceive with it to be the cost of the packaging itself.
Why is this? I suspect that to most of us, content is culture. Or to be more precise, culture is content. And culture is something that we feel entitled to (and to be honest, in terms of our society we probably are. Our culture defines a large part of who and what we are). The efforts of big media to deny this, are doomed to fail.
Not that I'm supporting this sort of piracy. Far from it. 2 bucks for even a small game is actually a VERY reasonable price. I like paying for content that I want to enjoy on a long-term basis. But that said, I get books from the library. I rent movies and games. The problem with such a download is that it is probably offering very little packaging value for the cost. It's a big danger of DDL software. You need to add value to the packaging, I.E Steam with its auto-update/download system, friends lists, etc. or the perceived value will be effectively zero.