It doesn't matter if it's a CD, a Film, or manual with the instructions to build a spaceship. If you copy it, the original owner doesn't lose anything. If you don't copy it, the only one missing something (the experience) is YOU.
Enjoy!
Of course, if you happen to have some extra money for donations to creators, please do so. If you don't have that, try contributing with a review somewhere or recommending the content, spread the word. Piracy was shown to drive businesses in several occasions by independent and biased corps (trying to show the opposite).
The problem is that when everyone is using their right to deny access to their works to make people give them money, and there is only so much money you can reasonably spend on entertainment and so on per month, people end up abstaining from a lot of things they could otherwise have taken part in for no extra cost.
I think that the things we pirate have a value: music, movies and games have a value because they are cultural products and vulture is important, software like photoshop has a value because it is a useful tool. Putting up barriers to accessing these things means destroying this value. Having a system where the main way to make money of e.g. music is to paywall it has the "destruction" of a lot of value as its outcome. In some ways streaming platforms like spotify are better in this regard but then that means giving the platform a lot of power over music discovery for example. Spotify doesn't really do a good job of paying its artists either which is its supposed ethical advantage over piracy.