I'm a vocalist so I do too. "These guys are dicks but oof that riff, I'll pirate it instead of supporting the band with a sale or clicks" is my usual reaction.
I'd also like to point out that Blue never told anyone not to buy it, just to be open about the implications if they do. While your argument seems to be that people shouldn't be upset about things that make their lives harder, due to some arbitrary level of abstraction you've set for what does and doesn't count as contributing to that hardship.