This is one of the many examples of why Piracy has become so popular in the first place. It's more convenient, it's faster and on top of that, not only is it cheaper, but it's completely FREE!
If you're sat at home and you decide you'd like to buy a piece of software for your computer, it's highly unlikely you feel like hopping in the car to drive to the store to buy said software. Why would you even do that, when you can easily hop on a torrent site and download the software faster than you could drive to the store.
IF the software company offered the software online to purchase and download in the first place, I highly doubt that piracy would have ever even taken off. But once people realize they can get something for free, they aren't going to go out of their way to be moral citizens.