If I make a copy of your CD however, we both get to listen to the music. Now, there are some that say that I am taking away from the artist. Okay, sometimes we can download an entire album. And we can listen to it whenever we want. To go to the trouble of downloading everything and slap it all on a CD requires effort.
Servers slow down, connections fail, and problems happen.
If you have any good audio equipment, you'll see the quality isn't as good either. Think alternate versions etc. CDs cost less to manufacture than tapes yet cost more. I guarantee you that if they were to lose money making tapes, the manufacture of tapes would stop all together. This isn't even taking into account how inexpensive proaudio is getting, yet prices and promotion has stayed the same for the albums themselves.