the phrase i think your referring to is “theres no ethical consumption under capitalism”. the point of saying this isnt to imply you shouldnt consume if you want to be ethical. not consuming would mean shunning society and your fellow humans, you dont gain anything from reinventing the wheel.

instead you should analyze the root of the unethical consumption and seek to understand what it wants, and how to combat it. affirmative action, helping people in need, thats ethical, and you do this best when you can effectively fight unethical systems.

one of my favorite pieces of media is stargate, a show about the us airforce, that acts as some real military porn propaganda. i think the show flys in the face of this with its underlying messages. this show, no matter how much it portrays terrible organizations as good people, (it nearly always does) also has a lot to say about the bad sides, and if you pay attention you can learn valuable lessons that may otherwise never reach a different target audience. many young people who watched this show and thought “cool guns and aliens” probobaly also took away lessons that will stick with them and help them make the world a better place.

all of this is to say, you can enjoy problematic things as long as your willing to engage with why they are a problem aswell.