You're right. You aren't actually causing a loss of goods, or income, but you are directly violating the wishes of the content's creator. Don't you think that is something you should be considering? The fact that by accessing someone's created work and doing so against their wishes, thereby causing them suffering, is something you should probably not be doing? It seems like a very simple matter to me.
The fact that the object being "taken" is non-physical certainly does not change the nature of the interaction, which is normally done in exchange for some amount of money. By failing to follow that method of exchange, you are taking something, whether that is a service, or software, that is not being freely and willingly given to you by the creator. Do you think it's ok to sneak into a movie theatre illegally? I mean after all, you're not actually TAKING anything from them right? You're not costing them any money. Is that ok to do?