I wish Microsoft would invent a license that caters for home use. I know you can get learning editions of VB and VC and VC# but it would be great if there was a learning edition of Visual Studio et al at a greatly reduced rate.
A learning edition of Microsoft's server products would be useful i.e. server restricted to one client.
On the subject of why should we buy licenses, I was in a similar situation and asked to see HR about it. They confirmed that I couldn't be sacked for refusing to partake in illegal activity. It becomes a case of whether you can stand the bullying and intimidation if you decide to take a stand.
As I said earlier, if things go wrong the CEO or whatever will pass on their pain.