it depends...
Ethical 'thievery' could be legitimate if your doing some good with it. But then how do we define thievery, and what good is it doing? I suppose you could be an ethical hacker as an example - stealing data, then passing it on to the authorities to stop a suspected terrorist attack. But technically you are still stealing.
The only way I think you can ethically steal a pdf is if the game is long out of print. Then you are doing some good by playing and preserving the game, and passing it on for others to enjoy.
Because you can't afford something doesn't entitle you to have it. And while you may not be stealing per se, you are partaking in copyright infringement and stealing the I.P.
However, some thievery may be more ethical than others.
As OP said, paying for a pdf is pretty low bar. It's not like you're buying a Ducati or something. A pdf is only a few of quid (in most cases).