It should be, "What harm have my actions?"
Yeah, and it's really fantastic when another 1 000 000 people think that way that would actually buy with a bit different mindset. What harm do your actions have when you ride a train without a ticket? The train goes anyway... But it's the money that keeps it going. Sure, you might not buy a game, but you're going directly against wishes of creators of the game that put an incredible ammount of work into it and therefore DO have a say about that. You don't.
That actually is an excellent example. As stated above, I do no harm in pirating something if I am not the "target demographic" of that particular product. Now let's move on to trains.
If I ride a train, I pay, of course. But what about scholl children? Or Students? They don't pay. In some countries they pay a "fee", but this is in no way related to the actual train rides. As a schoolkid my "fee" (or rather my parents) was about 3% - 5% of what I would have paid with regular "monthly tickets" (less if I take the "pay per trip" price as a number). Is that bad for the train company. No, because children aren't their main "money maker" (they would love to, but politics would never allow that).
No let's move to poor people who can't afford to ride the train (it is fucking expensive in Germany). What harm is done in them riding the train for free? Sure, they don't pay any "fee" or something comparable. But why on earth should you make those draw an overpriced ticket. And i Germany it is even worse, as riding a train without a ticket is a criminal offence in Germany and can (and has, I personally was the DA in such a case) get you jail time. This is just wrong, imo. Because they aren't the reasons those trains drive, they drive because commters have to go to work and I have to make my weekend trip to Cologne to get drunk. And as long as we are paying for the trains, what do I care if we can get some freeloaders on the ride, as long as the train remains a profitable business.
And the "gaming train" is very, very profitable (as is music and movies). Piracy would be a major issue of pirates would all stop buying stuff. But that isn't the case, they still spent a lot of money on the entertainment sector. (We had a forum topic about this not to long ago). So if somebody pays 300€ each month on movies, games and music (not me, but I know people who do), they can pirate whatever they want in my book.
Tl:dr Piracy is only bad if it leads to people spending less money on the entertainment sector. But my personal experience and several studies have shown that the opposite is the fact.