The issue is that, if left unchecked, it hurts the profits of record companies which is why they spend lots of money fighting it. If they didn't fight it then it would be even easier to download music and no-one would be buying albums.
No it isn't the same as stealing and obviously someone who downloads a few grands worth of tracks might not have purchased all of them if the downloads weren't available - however they might have purchased some of them and if everyone downloaded instead of paying then the record companies would be screwed.
If a few odd people jump the fence at Glastonbury and get in without a ticket you can ask where is the crime? They're not hurting anyone, no-one has lost anything as they might not have bought a ticket anyway, its not stealing etc.... All fair comments though doesn't justify it. The organisers are perfectly entitled to put up a fence and hire security, hire people to check tickets, because if they didn't then no-one would pay and the whole thing wouldn't be feasible.
Same with music in general, if they don't fight people trying to get hold of their stuff for free then everyone would be doing it.