There are a participant in this immoral system,
There are many sorts of claims somebody might have in mind when they say there can’t be ethical consumption under capitalism. All commodities to be consumed in a capitalist society are produced under conditions of exploitation, even if that exploitation varies in degree. That’s because capitalism is a system in which companies, in order to make a profit, pay workers less than the value their labor produces. Because this sort of exploitation is unethical, and it is present in all production of commodities, there can be no ethical consumption under capitalism. Merely trying to buy commodities from “ethical” companies isn’t sufficient to be a good person. For example, maybe you should also volunteer, be active in political organizing and protest, etc. As a matter of empirical fact, buying only from “ethical” companies wouldn’t do much to alleviate the harms of capitalism. Very few consumers can afford to buy all of their goods from companies which are carbon neutral, worker-owned, and so on. Indeed, the only people who can afford to do that are probably people who greatly benefit from the unequal wealth distribution produced by capitalism. Even if your consumption is perfectly “ethical,” that must mean that the companies you are buying from are not exploiting their workers. That means they’re drawing less profit from each commodity than their competitor, who is willing to exploit their workers. That means that, eventually, they’ll go out of business. So ethical consumption is impossible under capitalism, because eventually all “ethical” companies will be out-competed by “un-ethical” companies. Most broadly, the problems created by capitalism can’t be solved by more capitalism. People will also criticize the false-religious nature of purchasing absolution from the unjust system you live in. It’s a sort of fiction: you know very well that you are a participant in this immoral system, tainted by “sin,” and so you effectively purchase indulgences in order to prove (to who?) that you are actually a good person. And so you can have all the benefits of this system without having to face any of the harsh moral implications about e.g. why you can afford to buy Starbucks every day and some people could only afford a venti Frappuccino with a week’s wages.