If they actually lost money or not, you enjoyed their creation without them benefitting. That is what they are in the business for after all, it's not like freeware or open source. These people are trying to make a living, not just enjoying a hobby.
You're right. BUT, if an individual downloads your application and uses it because they cannot afford to buy it then its probably a fair bet that suing them isn't going to get you anywhere either. It just runs up costs for lawyers and chokes the legal system.
The way to attack the problem is to go after those who distribute copies of software on a commercial scale; stop the supply of these products. Then make home use/educational/... versions of your applications available at a reasonable price. For games, go to an electronic distribution mechanism and lower your prices significantly - charging 10% less for downloadable versions when a significant chunk of the cost of software is in the box, delivery and artwork is offensive.
