I'm pretty sure that I would even dislike my local corner shop if I was privy to the depths of knowledge of the proprietor's ethics (even something as shallow, knowledge-wise, as voting behaviour could put me off). I used to use
Ebay in preference to Amazon until I heard some nasty things about Ebay's dodgy doings.
Unfortunately, I reckon that whatever and wherever I buy, if I could delve deep enough, I would have ethical issues with it.
Saying that, without doing detective-grade research, I do have outlets that I prefer over others - in cycling, specifically Spa and SJS, plus a few other smaller/independent outlets - and I'm very happy being ignorant enough not to know one way or the other about them - they're not Amazon or Ebay, after all. I do avoid outlets that primarily treat cycling as a sporting activity, not just because I hate sport, but because I find that they're not really catering for my ilk - it's like going to a high-performance sports car dealer for a Berlingo.
With regard to Shimano, I've never been a "fan" - when I was a teenager, I was in love with Suntour derailleurs, Stronglight chainsets, Mavic rims and Mafac brakes. Nowadays, I like anything that works well at the right price and like it even more if it will allow me the set-up I want without painful compatibility anxiety. So I have a fair bit of Shimano on my bikes but I also have a fair bit of a mix of brands too. The closest I have to an all-Shimano bike is a 25 year old 2nd hand utility bike (Saracen Hy-Way) - and I changed the Shimano freewheel on that for a Sunrace one.
I really do hate XformerlyTw@tter though (FB not far behind)!
