Out of curiosity, what are you're thoughts on the below scenarios:

• attempted robbery If you go to a bank and attempt to steal money, but you were unsuccessful in doing so, there wouldn't be any loss, but you'd still go to jail and it's widely accepted as wrong.
• getting a service, e.g going to the barbers and running out of the store before paying There wouldn't be a loss again

Those aren't really good equivalents since in the first example, you're trying to take something away from someone but you fail. The law is not concerned with your skill, just your intent. Attempted murder is illegal even if the victim is still alive.

In the second example, there is absolutely a loss. The barber would have spent time and used resources in order to provide you with that service that they wouldn't get compensated for. Your involvement directly costs them money and time, unlike with piracy where even a billion people pirating won't cost the developer any more money than if those people just never played it to begin with.