You're confusing the legal definition of theft with a dictionary one, legally theft is depriving someone of property, that does not take place, the game is still there, it's just illegally copied. You can argue copyright infringement, since you create a copy without consent, but you can't argue theft. Please show me a law that says piracy is theft.
Perhaps you are talking about something like this?
http://en.wikipedia.org/wiki/Dowling_v._United_States_(1985)
The Supreme Court conlcuded that:
The phonorecords in question were not "stolen, converted or taken by fraud" for purposes of [section] 2314. The section's language clearly contemplates a physical identity between the items unlawfully obtained and those eventually transported, and hence some prior physical taking of the subject goods. Since the statutorily defined property rights of a copyright holder have a character distinct from the possessory interest of the owner of simple "goods, wares, [or] merchandise," interference with copyright does not easily equate with theft, conversion, or fraud. The infringer of a copyright does not assume physical control over the copyright nor wholly deprive its owner of its use. Infringement implicates a more complex set of property interests than does run-of-the-mill theft, conversion, or fraud.
I am not lawyer, and I hate the law business thinking, but this conversation is interesting for me anyway.
If that is so, even the FBI is playing Goebells here, fuck them.