> they'd likely prefer to force users to jump through the hoops of pirating music
A side effect of which probably would be more users becoming “torrent-educated”.
Also, there's a huge difference between listening to music only on Grooveshark, and having the tracks (CD) bought and lying around on your drive. In the first case you don't own the music.
If you're downloading it, however, the difference almost vanishes, and you have much less reason to pay. You have the files already—so are able to listen without the connection, put it on your player, etc. Like you've bought the music, but without the money.