Putting aside morality, from a money-in -> money-out perspective you'll pay much less for a VPN than you would buying your media legit, and it's much safer to have one enabled if you're using public swarms. You're not paying to pirate as much as you're paying to not be harassed by copyright trolls. If you can make it work with a free VPN, more power to you.

VPNs also have other non-piracy uses, so people might already have one purchased anyway - this is another use for it.