@amy:

But if morality is the main argument that would mean that there are no other (harder) consequences.

For example:
I read somewhere on the site (can't remember now where) that if game is found to be developed with illegal copy of GS, ownership of that game will go to the GS team. That's a financial consequence.

If 2D art in my game is made with illegal software can that become problem at some point? If there is no time when software used for development is relevant then I don't see a (financial) reason for legality to be relevant and that can't be right?

@Blink:

I heard about anti-pirat agencies but these would have to check every single file in the game and read data about software used to create file? Does Adobe, Autodesk or Sony hire someone for that sort of work?