I made the decision a few years ago to pay for the media we consume as much as possible, whether it's sports, music, TV or movies. Sure, there's lots of moral grey areas, but it's simpler for my conscience to just keep as much legit as possible. We even pay extra for a Tidal family music plan because they pay the artists a lot more per stream than the awful Spotify/Apple/YouTube thieves. I know too many people in the music 'business' to give those con artists any money...
The only exceptions are things you just can't get here legally, like some Italian and UK programming or older shows and movies that don't have a distribution deal. Or, we pay for BritBox and Acorn even though we usually watch a lot of their shows directly on the various UK streaming services because they come out earlier. We once watched so much BBC that we tried to pay for a BBC license using a random UK address, but they refunded the money because there was already a paid license at the address. The quality of BBC programming has dropped a lot since, so I haven't tried again.
Definitely not moralising, it's just where we choose to draw the line. It adds up every month/year (DAZN, MotoGP, Crave, Netflix, Disney+, Prime, BritBox, Acorn, PBS, Tidal), but we can afford it, so no biggie.