

Yes. It would be necessary to live a modern life, given almost everything we use/eat comes from some unethical source. We abstain from the things that are important to us, according to our values. Lyrically if a song does not itself promote [terrible thing] then the music can be separated from an artist that does.
However if it is important to you that your listening does not generate income for those people, don’t listen to their music in apps (eg Spotify, who pays based on plays), nor on their official YT channels (which are likely monetised).
Also, be mindful that playing/listening to it around others is a form of ‘conspicuous consumption’, one of many ways our actions become ‘Word of Mouth’ advertising. This may lead others to believe you support the artists specifically, and depending on their values, they may be derisive or hostile. (Or, they agree with [terrible thing] and believe you are alike.)
If it’s a video. I fcuking hate when I’m trying to find a tutorial, or recipe, or some other help and the results are people recording their screens while they dick around with zero subtitles or chapter headings.
I can scan text for the relevant part within seconds. I’m not interested in two minutes of WHATS UP LADIES AND GENTS, missing the crucial step because it looks so similar to the irrelevant steps either side, lack of subtitles for my poor hearing, or hard to see on my tiny phone screen etc.
Videos are easy tutorials/references to prepare because you have all these channels of information you can use simultaneously. They are the hardest medium to find specific information in because they use so many channels of information.
I think that videos are enjoyable to consume, but they’re not good at passing on information, especially if the recipient is resistant already (because you’re asking them to do extra work to support your point).