Piracy is widespread, that's undeniable. The question that industry groups and lawmakers love to avoid or lie about however is how much of that piracy represents lost sales, and how much represents people in the third world finding a way to participate with all of the people who can afford it. I pirated a lot as a kid because I had no money, there were no lost sales there. As an adult I don't pirate at all, because I have money, because it's inconvenient now compared to legitimate access.

So I'm perfectly prepared to believe that Steam is a good option (I personally love it), and frankly if the worst happens and the games I pay for go away on Steam... there are options. Once I pay for something I no longer feel any guilt about seeking a backup for example, and neither should you, even if the industry groups count that as a full-sale price theft.

Once you pay who? Money going to the wrong people is far worse for "creators" in the long run than if you had just copied it. Every digital industry has proven the argument billions of times over. If you're going to bother feeling guilt, aim it at actual injustice.