You didn't actually answer my question here. What's the difference from a morality standpoint between playing a Rom and hitting up Ebay or a Yardsale? (spoiler: if you aren't supporting the creators in any way, there actually isn't one. The only real difference is that you prefer a physical copy of the game and probably some false sense of actually being supportive in some weird way)
No, the only real difference is that one is legal and the other not. Is it immoral to break a law? Maybe, if it is a bad law. Are copyright and the right of first sale bad laws?