It's the same argument for piracy, "if I make a copy, I'm not taking away the original, so I'm not stealing", which is just a lie to tell ourselves to feel a bit better at the end of the day.
Regarding the bandwidth costs, those are absolutely negligible, since the methods for bypassing the paywalls either only fetch the text (e.g. http://outline.com) or cache it on other servers (e.g. http://archive.is).
It is definitively not what they wish, but not complying with someone's wishes is not harming them.
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On that last point, while I don't take my moral code from the law, I note that it agrees with me; for example, even if you have a contract with a guy to build your house, and you say your want a certain brand of pipes, but he ends up using another, you're not entitled to anything. Unfulfilled wishes are not harms.
In both options, the outcome for the site is exactly the same. So, not being a masochist, why shouldn't I choose the outcome that benefits me without harming anyone else?