From a BBC story ,BBC NEWS | Entertainment | Young ‘prefer illegal song swaps’ :
Jupiter analyst Mark Mulligan said: “The digital youth of today are being brought up on a near limitless diet of free and disposable music from file-sharing networks.
“When these consumers age and increase spending power they should become key music buying consumers.
He added: “Unless the music industry can transition these consumers whilst they are young away from free consumption to paid music formats, be they digital or CDs, they may never develop music purchasing behaviour and the recording industry could suffer long-term harm.”
I think part of this is because the music industry is seen as a large cold faceless glob of evil, which much of it is. My friend, jazz artist David Gibson, has suggested that as we move to more independent production, that the artists will become the face of their music (instead of a many major labels that seem like they would prefer to sue you, or ruin your computer, as much as sell a CD to you), and people will be less likely to steal it. That seems to make sense.
Canadian artist Jane Siberry has a digital music store that seems to run on that theory. There is a nice description of the principle in this Boing Boing post.