There are (non-trivial) ways of making back-up copies of your purchased digital material, just as there were for Blu-Ray and DVD purchases in the past; so the choice isn't solely between piracy and purchasing.
So, with a movie, who is the "creator"? The studio? But those folks are the source of the problem with their licensing deals. The director? The screen writer? Camera crews? Actors? Props?
It's easier with books, or music (with different degrees of truth, a single singer-songwriter would be a lot easier to pay directly than a symphonic orchestra...), but involved products are not easy to finance individually - or pay individually - that's the exact reason right-management studios exist to begin with.
Even as an absolute worst case there is always point camera at screen and record. HDMI splitters/cheap HDMI capture cards will often ignore HDCP too allowing you to record content. Not really convenient to do it real time, and there generally is some quality loss but it is doable.
