Because Lars needs his gold toilet.
But in all seriousness, how devastating are illegal downloads to the music industry? Just as an average, educated individual, I can tell you for sure that the industry itself is losing money. But why? Because they don't try hard enough. The money spent on an album hardly goes to the artist. Musicians makes a lot of their money on tours, merchandise, etc.
And lets look at the real problem: The BEP Phenomena.
This is the "Black Eyed Peas" Phenomena, as I like to call it. It's when a mediocre group gets very popular because they are allowed to steal other people's material and hailed as genius, over sold, over advertised, and otherwise shoved down our collective gullets. In comedy, this is called the "Dane Cook Effect". The music industry was so desperate this year because nobody liked the sham groups that were so popular (save for Lady Gaga, who in my opinion, really is that good), they had to beg Eminem to put out another album. Result: revitilized industry. It's because Eminem is one of the best rappers, ever. He sold the albums because people like it that much.
It's an important note because look at what us, the Millennials will contribute to music: 1.) the good: Linkin Park, Eminem, Lady Gaga, Rhianna; and 2.) the bad: Black Eyed Peas, Jonas Brothers, Shinedown, Justin Bieber. What did the Baby Boomers contribute to music?: Journey, AC/DC, Pink Floyd, The Beatles, The Doors, Jimi Hendrix, and the list goes on. It's a shame really. The best selling Metal band of the current times is Dethklok, a fictional metal band from a 15 minute long adult swim cartoon!!
I'm not (technically) telling you to illegally download music. But I am asking for the Music Industry to back the hell off and start worrying about employing some of the amazing independent musicians that are floating around and take responsibility for their business. Cage the Elephant, The Decemberists, etc should all get way more attention, not Hannah Montana.