The most annoying thing about buying movies and tv shows on dvd is the friggin piracy warnings at the start and the adverts () on some dvds. I still buy shows and movies I really like on DVD for the extras and stuff, but availability is also an issue. Find me an EU copy of both seasons of The Critic on DVD and I will give you a hug
On the topic of music sales, unless you're a chart topper there's not much money in CD sales. The bulk of a musician's income is from gigs. For many the CD sales will cover recording costs and anything ater that is a nice bonus. In my experiences at least, people listening to the music and going to gigs is more important than actual CD sales. Plus let's not forget the merch
That's rarely even the case.
Many bands go un recouped from sales, and when it comes to a follow up album, they're stuck with the debt of the 1st album too.
If there's not much money coming in from sales the band will be more than likely dropped.
If there's no money coming in, labels will be more apprehensive about feeding money in in order to market etc.
That's why bands have to make money, as mentioned elsewhere, by live shows, merch and one of the most important income streams from bands is through sync fees (getting music in games and films, usually through publishers).
It's all a vicious circle.
But if people resort to piracy and get films and games illegally, budgets will get smaller and smaller, cutting off a huge income stream for artists.