Because if you copy my MP3 for yourself then you are a single person who is not going to pay me (ie one potential lost sale). Not a huge deal. You probably wouldn't have paid for it if you couldn't pirate it anyway.
If you then go out and sell that same MP3 then every sale you make is a sale that _I_ should have been paid for. The people you are selling to are willing to part with money and instead of it coming to me, the original author, it is going to a 3rd party.
Because the pirate that's selling the MP3 didn't go through any of the effort to make it. They are benefiting from the work of others, without giving them any credit.
When the copy is free, there's a non-zero cost associated with making that copy. 20 years ago, it was the cost of a cassette tape. Even now, there is a bandwidth cost associated with giving away a copy.
Because then I feel like I should be making that money. Also, there's the possibility (probability?) that in order to make money off of it, you're making it look like you made it, which my ego does not appreciate.
I'm not saying I wouldn't care. I would be a bit disappointed that you chose to pirate instead of purchasing. But I wouldn't be mad about it. Once you start trying to pass it off as your own, or trying to benefit from it, that's when it becomes something worth being mad about.
But the minute I make money, it somehow bothers you. Why?