When you "buy" software, you're buying a license that grants you permission to use it subject to the terms & conditions. The stealing as the law would see it is from using software without purchasing a license or using it in violation of the license.

It even extends to digital content people "buy" on Steam, or Google Play, or Amazon including books, music, and videos. You didn't buy that content, even if you think you did. You bought a license to it which is why occasionally Amazon or whoever will just scrub the content from your account without your consent. That's also why in some countries you pay VAT on e-books even though you don't pay VAT on real books - because you actually bought a software license which is liable to VAT.

So the best advice is don't buy digital media from online services. For games and software it is unavoidable but recognize you don't legally own squat although most console games on disc or cartridge can still be sold second hand. But even that is being eroded. Nintendo apparently are planning to sell "physical" games in stores but you open it up and there is a redemption code inside. Sony and Microsoft have both tried to get away from physical media too.