My desire to avoid media made by assholes has less to do with capitalism and the fact the artist could make money off my attention (though that is part of it), and more to do with wanting to avoid giving them a platform. If someone like Roman Polanski is making great movies and I'm going around telling everyone what incredible art he's making, people are more likely to overlook or even excuse his actions because he's a great artist. Sure, it's worse in a consumerist society because then famous artists also have more money defend themselves, but that shield of public opinion exists in any society. Well, any that has people that like art, anyway. People find it easy to make excuses for those they idolize.
The desire to exclusively engage with media and art made by "unproblematic" artists is a direct result of Americans viewing media consumption as an inherently political act because that is the supreme promise of Western prosperity and the religion of consumerism, and that's because it's seemingly all that's left. We've been stripped and socialized out of any real political energy and agency. Our ability to consume is the only thing remaining that's "ours" in late capitalism, and as a result it's become a stand-in for (or perhaps the sole defining quality of) every aspect of being alive today - consuming is activism, it's love, it's thinking, it's sex, it's fill in the blank. When the act of consuming is all you have left and indeed the only thing society tells you is valuable and meaningful, the act must necessarily be a moral one, which is why people send themselves down manic spirals deciding what, who is "problematic" or not, because for us the stakes are that high now.
What is the lesson here, learn how to live in caves? How about being smart, making informed decisions, and be the kind of person you want in the world?
Boycott everything is such a recidivist approach. Is your political advice "don't vote"?
No, I think people should definitely vote, both at elections and with their wallet. That's what I want to see in the world. Less buying garbage, less waste, more free time and less money going to big business. A consumption strike would be interesting, since it is really the only power we have.