Yes, I do blame them
Piracy is rife when prices are high, and demand is high. It has been shown that given the choice of piracy or paying for stuff, as long as the price differential is not too great people would rather pay for stuff.
You say EMI closed shop because of flagging sales? Were sales flagging perhaps because they set the prices at Western levels, and then watched as people stayed away in droves?
In the West, the risks of getting 'caught' are higher, and the penalties harsh. This acts as a deterrent, and allows the iTunes Music Store to set a relatively higher price for content. In 'developing markets' the penalties are small, and the risks associated with getting involved in piracy are much lower. And yet, the music companies would probably still demand the same levels of per-item profit as they do in the West.
Piracy is cheaper to the end user, but much less convenient. I can go to a local purveyor of pirated goods, and buy a CD full of MP3s, but most of those MP3s will be rubbish I don't want, and incorrectly tagged dross. There is effort that needs to be put in to make that stuff usable. Many people would be happy to buy the 'real deal', but not at comparatively ridiculous prices.
Price your content according to the market (and yes, there is a Thai online 'store', so they could set the prices for just Thailand), and people will buy your stuff.
So I blame the music companies for a lot of the piracy.