My issue is not understanding "why people are frustrated", it's that people think that frustration entitles them to take things they do not need from artists and creators who are trying to make a living.
If your argument for piracy being unethical revolves around royalties, consider Hollywood accounting and how studios are actually screwing the creative types, regardless of sales: https://en.wikipedia.org/wiki/Hollywood_accounting
Also consider that the rights to works aren't necessarily held by their creators.
The vast majority of the money goes to middlemen, rights holders, investors, executives and other suited up parasites.
If you want artists to make a living, you need to end shareholder capitalism, not reinforce it.
I'm sorta in the same boat there. There are plenty of people willing to give their work away, sell it DRM free, or sell it at a lower cost (offsetting the fact it is licensed). Plus you have things like libraries and the public domain. There are more than enough alternatives, in many cases, to avoid supporting sketchy business practices. But a lot of people become fixated on getting a particular thing.