One of the differences with video game piracy (at least a few years ago) is that video games tend to have a short window after release when they make most of their sales. Everyone in the industry knows that a game will be pirated eventually so DRM is seen a way of delaying the availability of pirated version of games to maximize that window of sales.

Obviously, this varies with publisher, studio, and game, but that was the rationale I heard when I worked in the industry.