So, I downloaded it. And I got caught (via a warning letter from our ISP). Shortly thereafter we canceled our cable subscription.
I cannot fathom why, as a company, you would make it so hard for someone who is willing to pay you for content to get it. I wouldn't have been happy about having to buy it on DVD since I already have a subscription to HBO (and in my humble opinion, their previous original content should be available via on-demand all the time, although I realize that's a pipe dream), but I would have. Instead, they alienated a customer and lost all my money. That was around two years ago, so at $15/mo. (not sure how much of that goes directly to HBO) $360 has now been lost by them/my cable company for that part of my subscription alone.
If they ever allow you to buy into HBO Go (or whatever their online streaming option is called) by itself without a cable subscription I would consider it, but as long as they are stuck in their old-school ways they can forget having me (or most of my friends) as customers.
I know this article isn't about HBO, but I just thought I would point out another example of the way that content producers continue to alienate the people who should matter most: the consumer.