Typically it's the fruits of distributing someone else's artistic labor that are ~~stolen~~ not paid. The artists are under contract with the producers/distributors, so they get paid regardless (if we're talking RIAA/MPAA/record labels/movie studios).

Making a copy of something isn't the same as stealing it. Making a copy of something and trying to pass it off as your own work is fraud, but that's outside the scope of digital piracy. "Theft" requires that the stolen item is no longer in the possession of the original owner.