Because the things they pirate cost more than they feel it's worth. So they just take a free copy instead.

But that doesn't answer my question. If "Piracy is about wanting stuff for free. Nothing more and nothing less", then why would someone who can get it for free choose not to?

Because they find the price agreeable and wish to reward the rights holder. If they found the price disagreeable then they pirated despite wishing the content holder to be rewarded.

But your still not answering the question. If your statement is true: "Piracy is about wanting stuff for free. Nothing more and nothing less" then they wouldn't pay for something if they ever had the opportunity to avoid doing so.