The truth is that personally, if I could pay say 20$/month and consume any media I want and download what I want I would. But the fact is the music is too god damn expensive, and purchasing a song is too hard. A song - 5megabytes mp3 file - is much easier to download from literally anywhere on the web.

Now you don't even need a program to do it, just use a website like mp3skull.com and you can get any song instantly.

It's a mixture of price and ease of acquisition.