I never switched away from pirating. My digital music collection has been growing for 15 years and while probably 90% of it is available on Spotify I wouldn't trade it away for anything.
What about the rare radio freestyles I downloaded on underground rap forums ~2006?
What about the rare compilations and B-sides?
What about all the fanmade video game remixes from OCRemix?
What about the hundreds of datpiff mixtapes?
What about fanmade remasters that eclipse the botched commercial release (e.g. Frances the Mute)?
What about songs that get region-locked or that Spotify loses the rights to or may lose the right to in the future?
What if I want the ability to play the music on any device, at any time, without the device ever connecting to the internet?
If you have to ask why piracy is better then you're obviously already at home in the botnet. You yourself say it's convenient and has everything you need, so what's the problem?