For those who say, "I've bought the album and I can do what I like with it", the answer is of course that they're wrong. What they've purchased is the right to listen to the music. Of course, they can sell or give away the physical medium it came on, but in doing so they also give away their right to listen to the music - they're not allowed to make a copy. It is usually made plain, somewhere in the small print, what their rights are (which nowadays may include permission to rip a copy to an mp3 player for their own personal use).

Furthermore, the price they have paid reflects these limited rights. If they were to contact the record company to negotiate wider distribution rights then they would have to pay considerably more.