The problem with any discussion on the copyright infringing file sharing (I'll just use the word 'piracy', to save effort) is that people use arguments as though they are absolutes.
When of course all the arguments are true in certain degrees, I don't think there's any doubt that some people download games and never buy any, which obviously is bad for the PC game industry. Some people download games which they never would have bought anyway and some people download games to try them out instead of a demo and may go onto buy the full game if they like it or not.
The problem usually comes when people defend 'piracy' because they say the way they do it does not effect the PC gaming industry. However because they defend the p2p downloading scene they are also defending the people who never buy any games and only download them for free.
Which obviously for a lot of people is very annoying because by proxy they ARE damaging the PC gaming industry. Some sales ARE lost, how many is unclear, however if the publishers/devs think that figure could be significant then they will go console only where a mediocre game can sell millions.