Some things are difficult to own. Specifically, ideas are difficult to own.
It is not like a concrete object, which has a definitive place. Ideas have no single place.
If I steal your house, or your car, or your shoe, then I have it and you don’t any longer.
If I were able to able to just make a copy of your house, your car and you shoe, then I would only have a copy of your object and not the thing itself. You would suffer no loss of property. Nothing you own would be gone when I copied it.
Now we have no method to copy a house, but we do have a quick and effective method to copy a song. I can make a copy of a song in mere moments that sounds every bit at good as the original. I have not taken any object away from you. I only made a copy of what you had. It is not stealing. No thing has been taken away.
Ownership is only an idea. It has an effect through belief that get backed up with force, when necessary.
This is MY car. If somebody steals MY car then I get the police to enforce my ownership of MY car. With a car, or any other concrete object ownership is strongly related to possession. Everything I own I usually also possess.
Now with an abstract object like a song possession is divorced from ownership. Just because I have a copy of the song in my possession, that is unrelated to if I own it or not. The company that distributes the product retains the ownership. They own the song no matter who possesses it. This is ownership unlike other forms of ownership.
Their ownership of the song only works if we believe that the company owns it. There is no way for them to completely enforce their ownership when copying is so easy and effective.
So the owners of songs tap into guilt. They try to stigmatize unauthorized copying. They invoke the curse of the lawsuit! They summon forth their lawyers from the pits of Hades and send them forth to smite the wicked! The curse of the Cooperate Lawsuit being the most devastating and vile curse ever wrought. (Yet, all the kinds horses and all the kinds men cannot put Humpty-Dumpty back together again.)
Plus the celebrity and wealth of musical artists diminishes our sympathy for them. We feel as if we don’t take much away from them by copying rather then buying their albums.