The issue is scammers buy keys with stolen or fraudulent credit card info, then they sell those keys via key resellers like G2A to make money.
Meanwhile the original sale gets disputed, and the sellers are hit with a chargeback, which means not only do the developers have to pay back the money they made, but they also LOSE money because of chargeback fees that credit card companies levy on them for the disputed transaction.
It doesn’t matter that they can void the key that was fraudulently purchased, they still lost money on that sale. That’s why they’re saying “please at least pirate it”, because in that case, while they’re not making a sale, they’re at least not losing money on the transaction.