One exception is multiplayer games. You can still pirate them, but you won't be able to play online with the majority of players. This makes the copy significantly worse, so Blizzard doesn't have to worry much about Starcraft 2 piracy.
If game companies need to hurt their customers in order to "protect" what they think they're selling, then what are the customers buying after all?
The companies think the customers want to buy a copy of the game, so it logically follows that thus, making copies of the game must be restricted. But the customers obviously are buying something else if they feel hurt even after they've rightfully received their copy and even go lengths to "fix" the situation by turning to pirated versions.
It is my guess that what customers want is the abstract concept of ownership.
People buy games and music and movies because they think those games and music are good, and they admire them, thus they want to own these products.
Anecdotally, most of what I own is because I wanted to specifically own it. I own movies on physical DVD disks that I still downloaded from Piratebay for viewing after I bought the DVD because they have better DVD rips and it takes less time to download than to rip myself.
Whatever games I bought and my friends bought when we were teenagers were the best ones that we thought we wanted to own. We wanted to have the game, we wanted to own the game to feel good about owning something we liked. All my game boxes were like that. Monkey Islands. F1GP. Eye of the Beholder. Obtaining a pirate copy wouldn't have satisfied my need to own those titles. Me and my friends pirated stuff that we didn't feel for, and if we hadn't been able to pirate them we wouldn't have bought it.
We didn't buy games to get a copy, we bought games for ownership, we wanted to own them and cherish them. And that is exactly what DRM games don't want to give you: ownership.