Their list of supported sites isn't a declaration of where you should use this tool for moralistic reasons. It's just a list of popular sites it works on.

At what income level do pirates consider it immoral/moral to pirate something?

Different pirates have different moral codes regarding piracy; there is no standard.

Personally, I consider it immoral to pirate Windows without a very good reason (which doesn't include "I like using Windows", or "I want to play game X" or "I want to use the enterprise version which doesn't have baked-in ads").

It's probably an inverse of non-pirates who consider it a moral obligation to pay for a digital copy of something that does not diminish or remove the original

I presume you could subscribe and still use this tool? People use automation tools like this to download things that they already pay for because it saves them the effort of logging into 5 different apps depending on which walled garden it's in.

Do artists get paid on Bandcamp if they bypass the login?

It’s Bandcamp: you buy the album and they give you a link to download it in whatever format you want so you can listen to it using whatever app or device you wish. You can come back later and download it as many times as you like.

What if I don't want to manually follow links or "come back later", but just add the album I purchased to the config for the same script I use for the rest of my media library?

Not all of us agree that artists should charge for their products.

Not everyone agrees supermarkets should charge for groceries.

I love Spain. They know how to do anarchy.

It is interesting that the rebellion against consumer capitalism is more consumption.

Most people do, since groceries are physical, rival goods to which natural property rights apply. But if it were possible to make copies of groceries while leaving the originals intact, far fewer people would argue against that on the same grounds. They might make other, unrelated arguments against copying, but moral principles applicable to physical property wouldn't be relevant.

That gives you the right to be an artist and not charge for your own products, not the right to steal from other artists who have differing beliefs.

There are reasonable moral arguments against copyright infringement, but the false equivocation with stealing is not one of them.

The same moral principles that argue against depriving people of natural property they already own do not imply further arguments against reducing sales opportunities for non-rival goods for which scarcity has been artificially established via positive law. Other, unrelated principles, can make for compelling arguments, but not the same ones.

Personal assumption, but probably not everyone lives in a country where they can pay Bandcamp.

And from personal experience I can say, sometimes people want or have to consume media offline, because of unreliable or slow network or expensive providers. But this doesn't mean that they won't pay later if they like it.