No, it's not like stealing a physical item from a store.
"stealing" a digital copy of a movie, tv show or a game is like if the item you're stealing from a store is infinitely copyable. Like the replicator from star trek...or that one episode of Sabrina the teenage witch with that box that can make a perfect copy of everything you put inside of it.
Of course I personally would never pirate anything, no matter how much streaming services increase their prices or how much they crack down on VPN usage to get around geo-restrictions, PIRACY IS BAD AND ONLY BAD PEOPLE DO IT.
I've never pirated anything in my whole life!
There are people who understand what I'm saying...but apparently most people don't get it.
Of course that means I still would never pirate anything. That would be horrible to "steal" a copy of a movie or a TV show
Next DNS works too, just be sure you store your logs in a secure place like switzerland or just don't make any logs at all. You can also use protonVPN, Mullvad or iVPN to access any site like that through a proxy outside of the US
Do some research on which countries allow pirating movies and TV shows and try to stick to those
If your internet provider gives you the third degree about using a VPN just say that you don't want advertising companies to be able to see what you're doing as easily, or you can claim that when you play games online, you don't want any of those people to see where you really are. "I need to protect myself from anyone who gets salty with me after they lose"
You can also claim that you were using the VPN to see what's available in other countries on youtube, netflix and so on.
Not that I would ever pirate anything, that would be bad...or something.