Of course. If the agreements force governments to make it illegal (and actually enforce) sales of e.g. counterfeit handbags in stores, then why wouldn't they contain passages enforcing the same thing for software or other things?
So call them something else. What’s the difference? Microsoft don’t want an official looking store selling windows licenses just like Gucci don’t want it for handbags.
In the case of licenses they are usually even “real” licenses just repurposed e.g re-sold from defunct companies. The only thing bad about them is that Microsoft don’t want them sold. Which is understandable as they lose revenue when they are sold.
A perfect replica of a dollar bill, made with the exact materials and equipment as the real thing, is still a counterfeit. Being a counterfeit isn't a physical property of the object, it's about provenance.
It's impossible to make a perfect copy of a dollar bill though since it's a physical object. Not even dollar bills are perfect copies of dollar bills. It also doesn't matter where the bill came from: If it's official currency issued by the government then it's worth $1.
A digital copy of a video or a song is similar: It doesn't matter where it came from... it's still the same thing. A counterfeit song or video would be a file of the same exact name and maybe even size as the original but doesn't actually contain the song or video. It's annoying AF when you download a counterfeit file but it's not even remotely the same thing as counterfeit goods or currency.