I would argue because the three-letter agencies want that the software continues to be maintained. And perhaps anything illegal that an agency does yields bad PR if it comes out. So they try to do only illegal things that they believe are worth the PR risk. Illegal copies of software probably is not.
On top of that, none of those agencies are likely to be willing to download some pirated crack for whatever piece of software they need, so that means if they want it for free they have to crack it themselves. Which requires them to divert people who could otherwise be doing things that are actually relevant to their missions. There is plenty of funding in these agencies to buy software and there's little to be gained from stealing it.