Idk it depends. Torrenting/getting repacks of AAA games from huge companies? I think that's fine.
Never paying for indie/small developers? That's more grey. Typically, my rule is if you genuinely like the game, you should buy it unless the price is insane.
I'll typically purchase from smaller companies to support them. If they're devs that do right by the consumer, I'll vote for them to continue that with my own wallet.
It's tough. Capitalism and the 'free market' don't actually cultivate healthy competition and ingenuity. It cultivates a space where money is king, and making a machine that makes the most is the end goal. This is why we see the big companies just pumping out mediocre product with a popular name tacked on. They know people will buy it for the name, not the quality or innovation of the product.
You can protest the system by not participating, but by doing this 100%, you're also punishing smaller companies for trying new things and for taking risks. We need to be supporting devs that try new, risky games, as opposed to supporting companies making more of the same.
Ultimately, you can do what you want, I don't personally care one way or the other. This is just my opinion; I think we should be purchasing from devs that aren't afraid to try new things. This will support the industry to grow in a way that benefits us, the consumer.