"making a copy isnt as bad" ... "its the same concept but less damage done"
It is still stealing. If my friend stole something and gave it to me, I would turn them in. Benefiting from theft isn't far removed doing it yourself. You can quibble over one being more wrong than the other, but they are both still wrong.
Just because software companies do not produce something physically tangible, does not mean they do not have to invest a lot of resources into doing so. Due to piracy, companies have to devote energy to copy protection that could better have been spent on the software, then handle the increased support that this can cause due to conflicts or lost registration keys, etc. This means less money for the developer and higher prices for the consumer.