Piracy in any case can bring real consequences. Even in the case of abandonware, if the authorities want to make an example of you, they can. In the U.S. for example, the law concerning circumventing DRM technology reads...
§ 1204. Criminal offenses and penalties5
(a) In General. — Any person who violates section 1201 or 1202 willfully and for purposes of commercial advantage or private financial gain —
(1) shall be fined not more than $500,000 or imprisoned for not more than 5 years, or both, for the first offense; and
(2) shall be fined not more than $1,000,000 or imprisoned for not more than 10 years, or both, for any subsequent offense.
(b ) Limitation for Nonprofit Library, Archives, Educational Institution, or Public Broadcasting Entity. — Subsection (a) shall not apply to a nonprofit library, archives, educational institution, or public broadcasting entity (as defined under section 118(g)).
(c) Statute of Limitations. — No criminal proceeding shall be brought under this section unless such proceeding is commenced within five years after the cause of action arose.
That's just the criminal side, without the need for a "victim".
Civil penalties can add to the pain if the company being victimized is available.
Now the determination of what exactly "personal financial gain" means. If you're being targeted, it could mean simply the fact that you didn't have to pay for the game. Some might say that that's not the intent of the law, but if you've ever seen the inside of a courtroom, that argument has long been swept aside.