Yes, they have lots and lots of statistics that tell them exactly nothing. There's really no way to determine the effect of piracy on the industry. They can claim all the harm they want, but they can't support it. Earthworm is right though. If piracy was really killing the industry, it would've died a long time ago.
Well, they have more data than we do, that's for damn sure. Unless you know of a site that accurately tracks PC game sales from all sources for a given publisher?
This all sounds like a whole lot of sticking your fingers in your ears and yelling "lalala there is no problem here there is no problem here" to me.
PC gaming isn't going to die, but I do see the AAA publishers a lot more leery about getting into or continuing in the market. The exceptions people always quote are the folks that bring a market with them wholesale ala. Blizzard, Will Wright, Valve etc. It takes a lot more than that to make the market viable as a whole overall, though. As good as some of them are, I am not going to be satisfied with just flash and indie games long term.
I'll say it again - it doesn't matter what we bitch about on the forums no matter what side of the argument you're on. Piracy, anti-piracy, none of it matters but what the publishers believe to be true.