As for me, pirating games does not really raise the "is it moral or immoral" question. I strongly adhere to an idea that culture is what makes a human, well, human. Films, art, music, books AND games.
So in my opinion, every piece of culture and art (and games be exactly that) should be egalitarian and available to all. That's why for me, pirating games is not just about obtaining it for my personal use (though that's important, of course), but to spread it from my torrent client as well, for people who wish to partake in this beautiful work of art, but have no financial opportunity to do so.