>Just because a EULA says something is illegal doesn't actually mean that it is...
No, it really is. Violation of the EULA constitutes violation of a license agreement, and a license agreement is a legally binding contract. Allow me to point out the logical fallacy in your argument.

1) An EULA can be overturned in court and,
2) An EULA cannot be enforced everywhere therefore,
3) Violation of an EULA is not illegal.

The error being the assumption that the EULA would be overturned in court or that all violators are in a location where the EULA cannot be enforced. The fact is that your two cases are exceptions rather than the rule, and if you remove the exceptions, your claim is silly. Violating an EULA is an illegal act that can be prosecuted however the creator wishes. This could be an actual lawsuit or it could simply be termination of services.

>I think that the 'real' law should stay well away from computer games.
Most software has license agreements, and violations of these agreements have been taken to court. I don't see how a video game license agreement is different from any other software.