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AFAIK it's pretty well-established that you have the legal right to change your copy of the book into another format for private / non-commercial use, as long as you are not circumventing a DRM system in the process, or sharing it with millions of your bestest Internet buddies.
Ergo it is fully legal to convert a CD or vinyl record into a digital format, as long as you're using it just for yourself. If you repackaged the digital tracks on a mixed tape, did not secure the rights, and did not pay the requisite royalties, that's infringement.
Buying a paper copy however does not automatically entitle you to illegally procure a digital copy. If the publisher or retailer chooses to give you the ebook in conjunction with the paper copy, that's their choice.
And on a purely practical level, it is extraordinarily unlikely that anyone will go after you if you re-type or scan your own book collection for use on an ereader.
It's a bit of an abstract thought process, but really not that hard to follow. If you procure the document illegally, it's illegal. If you procure it legally and convert it legally, it's legal. The final results may be identical, but that doesn't matter. If I ask you to freely give me money (with no expectation you'll get it back) vs pick your pocket, the end result is the same (I get the money) but the former is legal, the latter is not.
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