I don't think I can think of one band who are 'more keen' for people to go to their shows and buy merch than pay for their records, being that it's not really either/or. Totally different revenue streams that go towards covering totally different expenses, for the most part. For touring bands up to a certain level, neither form of income will be going into their own pocket. Also, there's a HUGE difference between legitimately free music - which nobody can really have a problem with seeing as it's sanctioned by those who make it, or are responsible for it - and taking it upon yourself to take someone else's work, compress it and give it away without so much as asking.