Copyright means just that- the right to make copies.
The original buyer paid the artist their full dues for the making of that copy of the record.
Nothing more is owed- it's all been paid.
If you buy a CD, make a copy for yourself, on your MP3 player for example, then sell the CD, you have violated the artist's copyright, and possibly deprived him or her of a full price sale.
You don't pay for the pleasure of listening, you pay for the licence to have a copy made for sale.
Aside from the legal aspects there might be a moral argument that you should pay for the pleasure of listening, in the way that, to some extent, you do at a live performance. I feel that in a lot of cases, the "payment due" is felt as a sort of moral obligation to support the artist and show a sort of loyalty.
You can see examples of that on any music board.
Cheers
Dave