Not only did I tape Reno when it aired, but I also bought 1 VHS from PBS for support for airing it(which was like $75!) and 2 DVD's when they became available in stores. I gave one DVD to another fan. When the final 4 were finally released, I bought 2 of each. Again, giving them to another fan who did not have the money at the time to purchase them. I could have just as easily burned copies but did not want to do that. I firmly believe in supporting the system but like you said, there is a grey area here.
The bottom is that if Lightfoot was not so good live, nobody would want the live shows.

He is creating the demand for the live shows, not the fans.