If I download a small artist's music illegally but then spend the money on going to see them live, how is this any different to buying their music except that I've got something for nothing? What about artists who have become big because of all the free marketing that the Internet offers them?
As with many things in the real world, it's a murky situation..
It's only murky if you keep your eyes closed because you like it that way.
If you download the music illegally, then spend money on a concert, guess what? The artist is still out of the revenue of the music you downloaded illegally. Especially if self-published.
And if you could afford going out to a concert, which is typically much more expensive than an album download, you could have also paid for the music.
As with many things in the real world, it's a murky situation..