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).
Yup, copyright doesn't help artists. Its main purpose is to allow the hoarding of property into the hands of the wealthy, just like basically every other property relation under capitalism.
We can see with things like patreon that people love to support artists they like even if most of their work is free. We really don't need gatekeepers to make art happen.