You should only feel bad about pirating art made by small independent artists, and even then only if you don’t have the disposable income to easily afford it.

Piracy is an actually victimless crime, you aren’t depriving anyone of anything except your hypothetical dollars. And that’s only a loss if you were going to spend them in the first place. Then add the fact that selling digital goods at all is basically a massive scam…

Also, in many cases it’s actually better for the artist to donate directly to them than to buy their products from a store that’s probably taking a cut.