Pirating an e-book is nowhere as easy as pirating mp3 files. Lack of common format prevents them to become consumable immediately. Most of the time, there's some transformation/conversion required.
Regardless... Most people are not interested in piracy anyway. They cannot be bothered. It's not rocket science but it's not something available to everyone.
Additionally, as some other people put it, the demographics are totally different. As an experiment, let's say we have 3 shops:
1) Game shop
2) Music shop
3) Book shop
If we leave them unguarded for a few hours, which one's merchandise would be targeted by common thieves?