You know, my wife and I had a discussion one day in the car regarding shoplifting. I had heard one time that if you stole shoes at Payless Shoe Store, that it was store policy to not do anything about it.* Their reasoning was that if you needed to steal shoes, you probably needed the shoes more than the store does. Seems like a valid argument. Obviously, stores aren't in the business of giving things away, but there is a certain cost associated with curtailing theft and shrinkage. Wal-Mart probably spends hundreds of millions of dollars annually on theft prevention measures. Most stores employ at least one plain-clothes security person who keeps on the lookout for people who steal. In the end, it boils down to one question:
Is the amount of money I spend on anti-theft measures less than the amount of money I would lose if I had no such measures at all?
In other words, if I run a store, and I lose $5,000 annually to shoplifting, and anti-theft systems cost me $4,000 and reduces the amount I lose to $2,000, I'm now $1,000 in the whole compared to if I did nothing at all. Not to mention the amount of time one spends implementing the systems and dealing with actually apprehending, firing, prosecuting, etc. the people responsible.
Piracy isn't really any different. However, it's harder to track because it's harder to gauge how many copies of a piece of software are stolen, or how many Player's handbooks are scanned and distributed. In these businesses, you have another problem - implementing policies that are so restrictive that you lose paying customers. Consider the anti-piracy software that Sony just installed. That software received a lot of bad publicity, and there are probably people who won't purchase any Sony CDs now because of that software. That's legitimate sales that are gone in order to prevent illegal copying. Is it worth it?