Skyrim was played by pirates 11/10/11.
Can you provide a link? I'm not sure how pirates would be able to bypass a Steam game before it was released on Steam (which, as far as I understand, provided game-required files to be installed).
By that logic all games should have ubisoft connected-all-the-time DRM or be multiplayer games.
Except that many people will avoid these games altogether because they either have an inconsistent or weak Internet connection. If DRM is too over-powering, it can certainly hurt sales. In fact, this is probably a large reason why Ubisoft appears to be moving away from always-connected DRM (apparently AC: Revelations will not have it).
That's because of the target audience is teens who doesn't care if they are striking a bad deal. The same people who buy day one dlc and hats in TF2.
I would imagine the target audience is more likely 20-40 year old males. Teens have little to no income and usually don't have credit cards. Steam requires these things. Teens are also probably more likely to use consoles considering A. Since teens have little to no income, consoles are a more affordable option for parents come Christmas/birthday time and B. Consoles require little technical understanding to use and keep up to date.
Data mining in other words.
Yes, it provides valuable demographics to the companies that make the games. This is definitely advantageous to those companies, even though you may have reservations about them knowing what you play.
Especially since it makes second hand purchases impossible.
Again, this is something that is advantageous for game companies from a profit stand-point. It kind of sucks for us consumers, yes, but technically you could make second hand moves if you were to sell your Steam account (or buy someone else's) or swap it with someone else. I'm not sure if this is against Steam's EULA or not. In any case, Steam is a much better alternative than some other form's of DRM out there. If given the opportunity, I like to purchase my games DRM free (as was the case with the Witcher 2 on GOG.com), but there are also certain games I like to own on Steam. In the case of an incredibly expansive game like Skyrim, I like Steam because it tracks the amount of time I have played the game, which is a feature I enjoy.
It's probably good practice to only purchase games from Steam that you know you want to keep on your "shelf" and won't want to sell later down the road. I'm quite happy with my Steam collection at the moment, and besides the games I have received for free, I think most of them are games that I will want to regularly visit down the road. Steam provides an easy and up to date way for me to revisit them.