Because bits of culture like games can lack cultural equivalence even in the most similar example. And because Nintendo is so bad at being the stewards of this culture that the best way to experience it is only possible illegally.
And you can argue that it’s not Nintendo’s job to be a steward of cultural artifacts, but they are indeed cultural artifacts whether Nintendo treats them that way or not and good stewards will find their way to it.
Then, in my opinion, the moral choice for how to consume the content is via its best steward. If that choice results in less money being put back into the development of similar artifacts maybe the developer needs less power (money) with which to shape the cultural landscape.