Save books! do not photocopy
Maybe it refers to the fact that flattening out books for photocopying breaks the spine and irreparably damages the book?
As to your question, I wouldn't buy a pirate copy of a book (or a CD, or a Gucci purse, etc.) because I prefer for my money to go to those legally entitled to it rather than to criminals.
Did you know that a considerable part of the money made from copyright piracy and other breaches of intellectual property laws goes into the pockets of terrorist organisations and organised crime syndicates and helps them to grow and carry on with their nefarious business? I'm sure you do.
It's easy to understand your frustration, because I live in a country where all books are expensive, not just the imported ones. However, this is where libraries and services like BookMooch can help.
As to making private copies, I have done that with books that were out of print or otherwise unavailable, but I prefer to have the real thing.