No, stealing is taking something away from one party and taking it for yourself. Here, you still take something for yourself that's not yours, but it's not like it disappears for the other person. If someone who was never going to buy something pirates a game, that doesn't take any money away, because they wouldn't have made money on him in the first place. I view it more like sneaking into a museum without paying. Probably something wrong with that analogy as well, but it's closer than stealing.
In addition to the comment, not everyone is a pirate. Some people wanted to protect their hard earned purchase retail games in case it gets damage or lost so they would backup their own purchased games. Pirates are those people that don't own the game. You can't call people pirate if they own their own games and back it up for safe keeping.