It's partly the money, for very poor countries it's obviously almost entirely the money (and for regular home PC usage also the lack of knowledge and habit that pretty much everything has a cheap or free alternative).
For some countries though, e.g. Eastern Europe, there is a money problem but for a good chunk of the population stuff is affordable. Not things like some Adobe Suite for dicking around at home, but pc games, ps2 games, cheaper software, it's not terribly expensive. There is however a lack of offering those things, both advertising and actually selling them. Game selection for example is poor and has been a lot worse, to the point you either have to pirate something, or get it off ebay. And some years ago even in Western Europe it wasn't always easy finding someone to ship internationally.
It's getting better but PSN is a perfect illustration of how little companies care (of course this doesn't relate to piracy, at least currently, but serves as an example). A whole bunch of European countries don't have PSN stores, credit card billing address has to match so they can't register an account and use it in another country's store, and there are no vouchers.
If there was a way to pirate those titles, why wouldn't those people do it?