Because they constitute someone actually removing physical media or software media from the possession of the original creator, publisher, or developer. Software Theft and IP theft are actually different crimes from Software/Media piracy. It merely makes or provides an unauthorized, and therefor illegal, copy. Software piracy and media piracy does not and cannot deprive the rightful owner of the product or service. Theft is the taking of another person's property or services without that person's permission or consent with the intent to deprive the rightful owner of it. Software/Media Piracy=/=theft, Software/Media Piracy=Illegal Copying. It's classified as illegal copying, and Intellectual property/Copyright Infringement.
This is a really big common misconception. Piracy isn't classified as Stealing/Theft.