You seem to be confusing the idea of entitlement with simply having the ability to do something. It's perfectly possible to download copyrighted content while also not feeling entitled to that content. If I look for a torrent for some movie, and I can't find a torrent, I don't throw a fit, because I don't feel entitled to that movie. If I do find the torrent and download it, cool, that still doesn't mean that I feel entitled to it. People seem to label any actions they don't like as being an indicator of "entitlement," when that word actually has a pretty clear specific meaning.

And yes, you're completely correct about the reason you can listen to a concert from outside, and that is also true of online copyright infringement. Remember the whole "suing grandmothers because their grandkids used Napster" thing? It wasn't even remotely proportionate, and it didn't go over well.