Eventually they will figuire out that anything that is streamed can be captured.
Even if it isn't great quality analog capture of streamed digital music
or video will get anyone who wants to take the time a copy of anything
This ignores sites like You Tube where the record labels and the bands post down-loadable Videos for which there are dozens of free and commercial software applications to not only save the digital video file to your computer but to also strip the audio data from it automatically.
Granted the quality again is kinda crappy, but it's usually playable enough for the masses.
Personally anything I like I have a physical copy of, physical copy in this case equals "pressed media" CD or DVD.
I'm gone through hell to get physical media for some more recent albums, because mp3 downloads don't do it for me.