Actually, yes they do...
Otherwise we'd have quite a hard time playing on ranked servers...
I have a copy, and my mate has a copy, hence yes we both have a LEGAL copy of the game. We also have legal copies of many games that at the moment do not have working CD cracks.
So say we want to play BF2 for a few rounds, we both have 2 CD/DVD drives each. We can therefore have 2 game CDs in our computers at each time.
We play BF2, then SC3, not having to change CD's, one of us gets bored, wants to play Rome, we have to change CD's, that gets crap, so we go back to playing SC3 blah, blah bloody blah.
All this CD changing is a bit of a pain in the arse after a while. Hence why I appreciate games such as UT2004 where they quite promptly patched the game and didn't ask for the CD. After all we did buy the game, we do have to enter a CD key, and shouldn’t that be enough?
You then get pretty damn right over powered CD checks such as the one with SC3, it makes my beast of a PC hang whilst it checks the CD, this just isn't fair and basically pisses me off.
I must admit a few years ago I used to just let mates use my copy of the game with a No CD crack, but CD keys got rid of that era (we couldn't be bothered to keep looking for cracked servers and it basically impeded game play), which is fair enough. We don't mind both buying the game, but I feel that once you have bought the game you shouldn't have to keep inserting a CD. It gets old after a while.
So please before you start accusing me of having illegal copies, read my posts more thoroughly.