If it's on their physical property.
> Is it not inherently theirs?
No. For example, a creator of a song does not own my hard drive.
> What's the difference with e.g. a piece of bread?
Operating system calls used in copying data locally and sending/receiving network data locally/remotely fail on pieces of bread, but don't on a series of bits that when given to an .mp3 player make sound.
> So it's legal to steal stuff that you were never going to buy anyway?
Saying somethng is stealing X is a false premise if the owner is not deprived of X. Saying X is depriving Y of future profits is false unless you know for a fact that X was going buy anything from Y.