Yes, pirated music doesn't waste mobile bandwidth, doesn't get interrupted when I lose my mobile collection, is much quicker to copy between devices, integrates better with music from local artists and gives me many much better music players to choose from.
Most streaming services let you download the media to save on bandwidth. My entire music library on Spotify is downloaded so I don't have to worry about connectivity issues. You can do similar things with Netflix.
It's also easier for me to move to different devices, because all I have to do is sign into Spotify. Manually transferring songs like I used to with an iPod is something I don't want to have to go back to.
I can't speak for spotify, but last time I tried with google music the player still used a lot of bandwidth for whatever reason when playing only cached songs. There were also bugs like pressing next twice in quick succession having non-deterministic behavior, possibly due to network requests.
> Manually transferring songs like I used to with an iPod is something I don't want to have to go back to.
A minor price to pay for not being tethered to an inferior proprietary music player.
Buying a t-shirt gives more money to an artist than several years' worth of you streaming their music online.
Spotify started off great but is now a total ripoff to artists since it got in bed with the major labels, trading stock for a larger cut of ad and subscription revenue.
You aren't any better for using Spotify and not torrenting. Make sure to support your favorite artists when they perform near you, and buy merch. Support small-time and local artists. That is the best thing you can do for the music industry.