Information can be any collection of bits. You can copy these easily and almost for free.
But almost nobody cares about information in the abstract. I'm talking about specific, artful arrangements of bits. Lots of effort goes into making sequences of bits. (we can give our sequence of bits names like "The Lion King" or "Windows 98"). You only want a copy of these bits because of the effort that went into it.
Of course nobody can control how you flip the bits on your hard drive in practice, but that's missing the point. It's a particular arrangement of bits that you find entertaining or informative or useful, somebody put a lot of work into making it that way, and it's this creative effort that you end up enjoying and paying for, not the actual bits.
And of course you are depriving the artists of something - a royalty payment. The art was likely created with a view to that royalty payment. Which is why you want to pirate it in the first place. You want to enjoy the creative work without having to shell out for it.
You can come up with elaborate arguments about information theory, but in the end this is what it comes down to - pirates want other people to create value for them, for free, and will howl about "corporations" and "information wants to be free" to try and justify it.
I don't owe artists any royalties just because they say so. If they demand a kiss they won't get it either. I won't be bound by arbitrary restrictions around the physical matter in my possession.
There's a lot of "me me me" in this. If you want to live in a lawless society where morality revolves only around what is physically possible, that might be possible on some remote island; but don't be surprised if nobody on that island bothers to build any million dollar flame-lighting machines for your benefit.
To try to own information is like trying to own a flame. I lit your candle with my candle, so I own the flame on your candle. Making a copy is the same. To claim you own the copy is just plain stupid.