First, piracy is not illegal everywhere, and a personal copy is the most legal way in almost every country to archive what you have bought.
As for the morality of it, it’s your problem, not mine.
And the most important question is: What can I do when whole countries do not sell their music or TV shows? I’m thinking of Poland or Japan for example. I cannot legally buy media from those countries because they don’t care about foreign customers. How can they lose money if they don’t sell anything?
If you want a concrete example that happened to me yesterday: I want to buy a subscription to https://pilot.wp.pl/tv/. I want to give my money yet they refuse it. What can I do?
It is officially spyware now: https://www.ghacks.net/2023/10/18/brave-is-installing-vpn-services-without-user-consent/