On PCs (specially steam):

• Games are often discounted, so you can buy them at lower prices
• Games remain available in your account "forever" (as long as the service exist). You can upgrade to new PCs as many times as you want and the games will remain available.
• You can play online for free, you can make cloud backups automatically, you get achievements, tradeable cards and items, extra visuals and fake points for karma.

On Consoles (specially nintendo):

• Games pretty much never get any discount, even after a sequel is released.
• Once you replace it with a new console, you likely won't have access to games you bought on previous iterations (up until recently you would lose games even by buying the same console).
• You need to pay extra to play online, or to backup your saves, and there's no extra useless goodies.

So in short: There's hardly any reason to pirate something on PC other than to avoid paying for it. There's several benefits to getting the game legitimately. On consoles, getting games from the high seas is actually more convenient. Sometimes people will even buy the game but still play a pirate copy instead.