When you say "convenient" you're really saying "inexpensive". At least in the US, HBO NOW is only $14.99, which for a season of a TV show is not ridiculous (by comparison to what other shows cost on DVD or streaming through Amazon), made less ridiculous by the fact that you actually have access to all seasons of that show.

As for whether it's stealing or not, it seems difficult to rationalize it. Is sneaking in to see a movie stealing? Is stealing perishable food stealing (or is it only stealing if all of the rest of the food is purchased before it spoils)?

Legalities aside, ethically it seems pretty clear; if everyone acted as you propose to act, then there would either be no reward for producing content, or content producers would need to physically lock down the ability to view the content (like having movies or TV shows only available in theaters).