It doesn't really matter as a PC does so much more than play games. It's like arguing that a Nintendo Switch is cheaper than an a flagship smartphone. Ok, have fun trying to file your taxes, run blender, write code, browse the web, or backup media on your playstation.
I guess if you don't want to support the company/devs. I did pirate call of duty cold war, cause they don't sell single player separate, and i didn't didn't want to spend $90 CAD.
More importantly, PC has significantly more and better exclusives. Factorio, Dwarf Fortress, Ostranauts, and Squad off the top of my head that I've been playing lately. There are so many incredible games, frequently that are $20-40, that will never be on a console. They're never advertised as "PC exclusives" because there's no marketing budget to push that stupid concept, but they are. People always talk about which console to buy because they have better exclusives, but any reasonable person would choose a PC if they cared about that.
Yes -- and just to add, many of the console AAA exclusives aren't "exclusive" at all, because a significant number end up on PC anyway. They're only exclusives if you're in the PS/XB bubble. (Switch is a standout because Nintendo)
It's also generally legal if you own the games on the console or physically and can dump them yourself (with the MIG dumper hardware). Of course though you don't actually have to do that, you can but you don't have to.
They can be at first too, all you need are some bandanas and a fake parrot (some people may tell you this is not necessary, those are just typical Internet lies).