I saw a record store go out of business once during the heyday of Napster. The owner was an alcoholic (Jack below the counter next to his gun), but I'm sure the store got shuttered because everybody was downloading tunes instead of buying overpriced, gin-and-cig-scented CDs from a wino with a shotgun.
But in all seriousness (though the story above is completely true), record stores went by the wayside because of things like Amazon. No longer did you have to brave the haze of cigarette smoke and incense (and other odors) to get the latest import or rare Operation Ivy concert. You could then get it off of Amazon, and usually for much cheaper, because you had more freedom to pick your shipping prices (whereas with record stores, they'd add on shipping charges if it was a special order), you could get your tracks for cheaper, and didn't have to worry about some guy in Buddy Holly glasses telling you that your favorite band (a) is too commercial, (b) is way overhyped, and (c) was much better before they had a label.
Fortunately, Amazon need not worry about shuttering its physical sales branch, as the digital file regioning has pretty much made sure that these technologies from the 80s and beyond will last several more decades.
To answer the question Tim proposed:
The reason is simple. Digital music stores, by the fact that they're on the Internet, are equally accessible to all countries (barring any special government-sanctioned firewalls). That means that if I live in an economically fair country, $0.99 is a good deal for a song. However, if I live in an economically poor country, $0.99 is a good deal for a week of food.
Much like how you can get cheaper textbooks in some other countries, if the digital music stores wanted to actually sell their products in other countries, they would have to make them fair for the economic climate of the country. However, they stay awake at night with fear that if they did this, if they made it so that if you were living in a poor country, you could buy your MP3s at a reasonable price for what you can afford (after all, your money, while less in USD, will still spend once it's converted to USD), then they'd want to ensure that only people in YOUR country were doing that, and not people from richer countries who can afford higher costs for the same virtually worthless product. Once they can ensure that only people from Country X are paying Country X prices, and that if you move to Country Y, your tracks won't work anymore unless you buy them all again at full Country Y price, they'll start making an effort to make these tracks available to everybody.
So, not, it's not just licensing or rights that's stopping them, it's ensuring that you're paying the right fee for your music proportional to the economic status of your respective locale.
I don't think, though, that that excuses the matter...
I would imagine that if people are buying counterfeit drugs off of the Internet, it's an indicator that we have problems with healthcare and restrictive pharma patents, driving consumers to seek out cheaper, less reputable alternatives. It's a pity the government sees the solution as treating the symptoms, and not the root cause.
You don't, if you want your patient to live, put a Band-Aid on a bullet wound. You only do that if you want to support a big business like Johnson & Johnson.