When I get upgraded to first I kind of hate having to find a place to dump those things.

But anyway, yeah. From your perspective you're just grabbing an unused pillow. But from the FA's perspective, there's now a pillow in the economy cabin: she's going to have five other passengers asking for one and complaining that you got one at their expense; and if she *does* try to accommodate those five you just *know* the last person to ask when she's run out of either time or understanding first class passengers is going to be a mother with a screaming child...

So, no pillows in economy if the plane doesn't stock pillows for economy.

(That of course leaves aside that for all you know the person that pillow belongs to had it in the overhead cabin for takeoff and plans to get it down and arrange for a nap once the drink service concludes.)