I've paid for doujinshi as well. I own several Graf Zeppelins and possess quite a few more, both VIPER- and non-VIPER-related.
Japan has a very weak character copyright law compared to Western countries, which allows fans to distribute and get paid for original works without paying licensing fees to the original artist or copyright holder. Combine that with cheap publication firms (or even cheaper Internet distribution) and a decent artist can make a name for themselves, and not quite as proficient artists can at least make a buck now and then. In some cases it can even improve the awareness of original work. For example, RSR is now, without question, more popular than it was 3 or 4 years ago thanks to Cala doujinshi. Sure, it doesn't help Sogna now, but don't tell me Square hasn't benefited from Tifa/Aeris/Yuffie/Garnet/Yuna doujinshi, or that a hundred other companies haven't gained at least a few fans through inexpensive and widespread doujinshi.
