If someone breaks the speed limit, and they don't get into (or cause) an accident... then nobody gets hurt.
With a copyright violation, such as downloading copyrighted music from the internet rather than buying the CD at a store... the copyright violator is harmed financially. I don't think anyone would argue against the idea that, of the millions of people violating copyright on the internet, a certain percentage would buy the music at the store if they could not bootleg.
I don't compare it to 'speeding'... 'Shoplifting' is a better comparison. And no, I have never shoplifted. :-)