Downloading a file that the originator did not wish you to have or did not release to others is INDEED STEALING! Taking something without their permission is theft. Theft is not only against the law--as a basic concept in every nation on earth--but it is seen as ethically and morally wrong, according to every religion and set of cultural mores.
Indeed, the notion of intellectual "property" is a nebulous discussion, and some lend more gravity to the concept of thought ownership than others, but the fact remains that thinking and creating require effort and energy, for which a person or person deserves renumeration.
Defying an unjust law may be morally laudable, but no less illegal. Taking someone's else's twinkie because it will not be missed is no less immoral.
To take your own example, The author of Harry Potter has expressly stated that she does not want electronic copies of her works. If you download a copy of said book, it may not be illegal or immoral, but you are most certainly showing yourself to be a petulant, argumentative person who cares not a jot for other's opinions.
Defame the rules all you wish, clamour in the streets for change, but obey the rules, and be not surprised when you are punished for breaking them.
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