The problem is much deeper than that.
Sure, you can easily DL whatever you wish, and companies trying to screw you with idiotic DRM or DLC will only lose your money as a result.
The thing is that, in the end, we are interested in good games, not crappy ones. I could DL all the dung-made games in the world, but I don't care, I prefer to pay (and reward the good creators) for good games.
And the problem is, the efforts and ressources put into DLC and the like isn't put into making a game better. The very design of a game can be affected by money-grabbing policies - this can go from using an inferior design because it can accomodate DLC better, to simply allocating most of the ressources on the graphics and eye-candy and not bothering with the depth of the game, or dumbing down the game to please the typical mass-market mouthbreathing drooling idiot.
And being able to DL whatever you can, won't change the QUALITY of what you can get.
Even not taking into account some kind of morality (I know, piracy is EVIL and, even worse, COMMUNIST, and so anyone even able to think about it can't speak about morality, but still I consider a duty to pay the creator if the product is deserving, regardless of the fact I can get it for free or not), it's simply better for our self-interest in the long term to buy good quality products, and not buy low-quality products, or products that slips on the slippery slope.
The protests are made so that the producers are aware of the problems, but the wallet is what will make the decisions taken or not.