Oh! Here we are with one of the greatest dilemmas. Not just for writers.
It's like art for art or art's sake or art for society.
Imagine an artist making his/her art for art's sake. Then he/she doesn't going to give a damn about people. Maybe he is just shy, or maybe arrogant and rude.
Maybe it is a band you like but politically different or directly hostile to your motherland?
Yeah, just like other people say I read, listen, watch them but don't support monetarily.
But remember, nowadays, watching, reading or even mentioning someone is a good way to publicize them and get them better commercial opportunities.
So yeah, you can't decide what you like sometimes but you can decide not to pay. Still even then you will be helping them in some way or another.