It's because people mainly perceive marginal costs in the goods they buy, and they don't consider fixed costs. In extreme cases like software, news, etc, they think "this extra copy didn't cost anything to produce, therefore it should be free", even though the initial fixed cost was substantial.
This leads to some things like perceiving less competent workers' time to be worth more than more competent ones' (because they take longer to do a task, therefore they should be paid more), etc.
I don't agree this was the case here. They were perfectly happy to pay for a copy of the software, even though making another copy - as you rightly point out - costs nothing.
They were annoyed because nothing had actually been copied. It's like paying for a product and getting an empty shipping box in the mail.
This leads to some things like perceiving less competent workers' time to be worth more than more competent ones' (because they take longer to do a task, therefore they should be paid more), etc.