There’s nothing wrong with epub, but there are lots of non-fiction books that have images, tables, and so on, I believe it’s impossible to convert such books into epub or something like that. Also there are tons of books that were digitally published in pdf, and they also need to be pirated.
You are safe pirating either games or software, if you know what you are doing. Many apps require only a key, so, you just download an official app and find the key for it. Many games has gog versions, which are drm-free, or if it’s a steam version, you download clean steam files and use some steam emulators. That covers 99% of all the games. Game piracy has never been that easy and comfortable like it happens to be nowadays.