You can just do both. You can pirate your digital copy and support the artists in ways that don’t support streaming. You can buy blurays for example, rip them using MakeMKV to get a digital copy. It’s piracy, but it supports a business model that’s at least somewhat based on ownership. Or you go to the theatre and torrent the same movie later.

In that way, you actually have some impact on changing the industry and you also get your digitally owned copy. Piracy alone will just support the current state of the industry even more.