Stealing is taking something unlawfully. Copyright infringement is copying or duplicating something without the owners approval.

The difference is that if I steal your car, you have to pay to replace it. If I duplicate your car unlawfully, you still have a car but now so do I.

I understand why taking a CD from a HMV is stealing, because it deprives the store owner and content owner from making profit from their expense.

I don't understand why people call it stealing when I don't deprive the content owner/publisher from making profit and causing them no expense.