Except it doesnt benefit the company in any way
Except they make more money. If someone pirates a game then they most of the time will have a nice enough computer to play the game. So the "they might not have money" argument is a poor one for the most part. People who pirate games can most certainly afford them.
Also, just because digital distribution of a product barely costs anything doesn't mean that it didn't cost money to develop it. Sure, Microsoft could give away all of its products for free online and wouldn't lose any money in production, but all of the development money would be wasted.
Why would anyone want to spend years to develop something and get nothing in return? By pirating you decrease the incentive for people to make good products.