Yes, but you're keeping the money you should be giving them in exchange for getting a copy of the movie (the same money they expected to get in return for all the money they spent making the movie). Your effectively stealing the money from them that you should have paid in exchange for the movie that you copied illegally.
That is true that they dont profit from you. But you still neither steal money nor their movie.
Since you got the product without paying for it it's stealing. It's no different than going to the store and taking items without paying for them. It costs the movie makers money to produce the movie, just as it costs the store money to buy the products. Taking either without paying for it is stealing whether it's digital or physical.
