As for those ordinary users who often trawl underground software/movie markets, they are the ones who will probably never be tempted to "go genuine." They aren't under pressure from the MS/PRC back-scrubbing to do so. It's likely that most people don't need to find a Windows CD if they've already purchased a computer with it pre-installed, but anything else is open game. The vast majority of these ordinary users are purely driven by cost, and if they're buying the cheapest pirated CDs (hey, even pirates have to compete), that money isn't making it's way back to Microsoft.
As an aside, the biggest reason why I would never buy from these markets in China is that some of the software is infected with trojans. "You get what you pay for," right? ;)