Use of a PS2 emulator doesn't necessarily mean that you pirated the game. Not that it matters anymore since the odds of finding a brand new, sealed copy of a PS2 game is pretty low. You can't even argue that buying the PS2 is supporting Sony now.
The PS3 does play PSX games still, and it does improve the graphics. Though I doubt it's nearly as much as the emulators out there and still no save states of course.Also, backwards compatibility doesn't magically improve the graphics, so even if the PS3 played PSX and PS2 games you would still end up with the same "I can get better graphics and access to save states on my computer" scenario.