well, for one, when you "steal" something from someone the original owner no longer has access to the item.
when you illegally download something, you have made a copy of the original item. the original owner/creator still has full usage of the item and has not been deprived of the usage or further distribution of said item.
the way I see it is this: if every average american home contained a machine that could download specifications over the internet and build fully functioning coffee tables out of thin air, then being in the coffee table sales business would be a bad idea. sure, you could argue that people were "stealing" your coffee tables, but you would most likely get laughed out of court.