They certainly do, it's not exclusive to any corner of the globe. The difference is shops don't sell pirated material in the UK, Australia and profit from it... you can pick up pirated copies of games for a few bucks just about anywhere in India, Sri Lanka, Thailand... The issue isn't only the individuals who pirate, it's the government bodies and shops that sell and profit from illegal pirating and lack of prosecution, which affects not just the gaming community (us) but other mediums like cinema, television and so on.
In poorer countries, if a dairy down the road is selling Cricket 09 for $2 and the games store in the mall is selling it for $20 where do you think people are going to get it from? It's a cultural shift and proper laws that need to be put in place, blaming individuals doesn't really help, unfortunately. The cultural shift needs to come from the individuals to say "I will support x developer and own the game legally because it's the MORALLY RIGHT thing to do" rather than the culture of "I deserve this, and will steal it" which is more and more prevalent among the younger generation who feel they're "entitled" to these things for free, like music, movies and so on.
...and, unfortunately, game developers have absolutely no control over this kinda stuff. It starts with us, in these forums, to embrace and support purchasing games legally. As an individual, I find people who pirate games despicable quite frankly and have zero tolerance for it, especially when it comes to a sport I love.
Sorry, hugely off-topic rant.