This seems to be one way of them trying to prevent piracy.

The situation here is that the game soundtracks I bought on are not prevented from download and I am able to use it on any device I want. Despite that, it never came to my mind to pirate it. Same for the GoG games. But there still exist enough pirated steam games out there.

It can be simply concluded that the people who don't want to pirate, will buy the stuff and not pirate it no matter how easy you make it, whereas those who want to pirate it will actually be more zealous in pirating stuff that makes it harder to do so.