The piracy route can even be ethical. Compare:
* Have a Spotify subscription, listen to all 10 albums of some artist.
* Pirate everything, but buy a T-shirt from that artist.
* Buy one album digitally (their latest), and pirate the rest.
What is the artist earning from your contributions in these three cases?
They will likely get the most money from the T-shirt because the percentage that the artist gets is much higher than any percentage they get from the distributors they distribute through (in case of both Spotify and digital albums they are likely to be the same distributor: Warner Music, Sony, Universal or some such)