Copyright is a legal protection for the expression of ideas as embodied in film, music, literature or other works of art. Illegally downloading files breaches copyright.
sources:
Why Illegally Downloading Files is Morally Wrong pg. 496
Many consumers pay artists in other ways. Concert tickets, etc. Yet the foundation of artists career is based around their music sales. Top Charts, etc.
sources:
Why Illegally Downloading Files Is Morally Wrong - pg. 496