This is how I am as well.
There are some bands that I'll find a way to get the money to buy their releases (i.e. CNBLUE) but i definitely like to download it to give it a listen and then if I really like I will buy it.
I'm also a sucker for really nice packaging, and korean bands have WAY better packaging than japanese. if im gonna spend between $35-$50 for an album, I want it to be fancy as fuck, not just some cheap ass jewel case with a pamphlet with the lyrics and maybe a few photos. It feels like a rip off!! I dont know, Maybe it's just me who feels that way.
I know when I first got into the vkei music scene (which was thru anime) I didnt have a job, i didnt have rich parents who just threw money at me, so my only option was really just downloading thins when I could find them, and now that i do have some money, I try and buy a few releases of bands I really loved/love.
Its all just the exposure to it is the problem, like a lot of people have said here, if we werent able to download the stuff, no one would really know anything about it and it would die out a lot quicker than it already does.
But, in the same respect, I totally agree with supporting the artists when you can. It is what it is, and nothing is really gonna change, but this is how I feel about it anyway.