Copyright is a specific legal right granted to authors, with the (ostensible) intent of balancing the rights of authors against the rights of readers. Copying a bunch of bits is legal by default, but we specifically outlaw copying certain bits under certain specific conditions. Copyright is not unconditional, universal or perpetual. In the EU, there is an element of "use it or lose it" due to the Orphan Works Directive - if the copyright holder cannot be located, then national libraries have the right to digitise and distribute the orphan work.

In the digital age, there is a perfectly reasonable case to be made for some kind of "unavailability exception" to protect the rights of readers in poorly-served markets and prevent anti-competitive hoarding of copyrighted works.

https://en.wikipedia.org/wiki/Orphan_Works_Directive

The thing is; they do want to sell it to me; it will appear in a few months/years. At least in case of films/shows. So that ‘the copyright holder does not want’ is not true; they just signed contracts with actors, writers etc for a certain region to pay less and/or get more %.

You're arguing "you don't have a [legal/moral] right" (which is true)

They're arguing "it's a victimless crime" (which is also true)

These are related things, but they aren't contradictory