How is it different? The owner of the content makes it available, under specific terms and conditions. If you're obtaining a copy without the agreement of the owner, how is that different from stealing his car?
The difference is the incremental cost of making an additional copy available.
A car has a significant cost to produce and to handle, in addition to the R&D costs, etc.
A digital download has almost zero cost to produce and handle, once the R&D costs have been sunk.
If a pirate makes an infringing copy of material that they were never going to acquire legally (e.g. a professional app like 3D studio or Photoshop), then the producer has suffered no loss. There was no expenditure in the creation of the additional copy, as it was produced by a 3rd party. There is also no financial loss, as the pirate would never have been a genuine customer.
So, copyright infringement (unlike theft) has the possibility of not causing any loss to the owner of the copyright.
In practice, the above argument is contrived. There are few materials, where a person making an infringing copy can honestly admit that they would never purchase or license legally. There are legal avenues available, such as authorized download stores, selling reasonably priced piece-wise downloads (e.g. itunes), there are pay-per-view services and there are ad-supported online streaming services (e.g. youtube) where the a substantial amount of pirated content could be obained legally at modest cost, but with appropriate reward to the creator.
In reality, piracy almost always causes a financial loss to the creator - but the key difference is that the financial loss is not definite.