Would professional DJs even use mp3s? I very much doubt it due to quality issues. Most won't even use CD.
And downloading - here in the UK $25 US is normal for a CD. I'm all for supporting bands, the industry, the scene, but if I was to buy my mp3 library in CDs that would cost me $5000, which I haven't got. If I was to only buy CDs, I would have maybe 25% of my current collection, which is selfish to whine about I know, but the way I see it a load of bands that I would otherwise never have heard of have got their music heard by me, which will lead to me going to their shows and buying merch. If I see a live band and I like them, I will always buy a shirt, stickers, pin, etc, and very often I'll buy CDs that I already have mp3s of. If you buy a CD in a huge record store, how much money do the band get from it? Not a lot, though I know it all adds up when millions of people are downloading instead.
There will always be a demand to get stuff for free, and there will always be a means to get it. There is nothing you, me, the government, record labels or bands can do about it.