The problem with that statement is that in the eyes of the media consumer, nothing was stolen because it was duplicated and thus nobody 'lost' anything. With money, that wouldn't be the case because it can only exist in one place at a time. Media, however, is not taken from one place and put in another place, but is copied.
On the other hand, the 'stealing' isn't as much the media, as it is the 'consuming' of it. I'm not sure what the correct terminology is, but a lot of people don't think of it as accessing information that isn't public and has a price to access it (be it books, movies, games), but the lawyers (and probably the 'legal owners') do look at it that way. Of course a lot of PR happens during wording and publication and it's much easier to say 'this bad person stole this movie' instead of 'this person gained access and consumed this information while not being allowed to do that'.
On the other hand, the 'stealing' isn't as much the media, as it is the 'consuming' of it. I'm not sure what the correct terminology is, but a lot of people don't think of it as accessing information that isn't public and has a price to access it (be it books, movies, games), but the lawyers (and probably the 'legal owners') do look at it that way. Of course a lot of PR happens during wording and publication and it's much easier to say 'this bad person stole this movie' instead of 'this person gained access and consumed this information while not being allowed to do that'.