Yeah, like support underdogs but be realistic, you cant pay for everything and everyone unless you're unusally well-resourced so respect your own constraints where they exist.
And thats just music, are you planning on remaining internally consistent and limiting the breadth of access you could otherwise have across all the modalities like TV shows, movies, books, courses, audiobooks, etc??
Your consumption does not hurt them, the stuff you would pay for anyway just do that but i think i can live with myself for downloading Pink Flloyd's discog or the complete cartoon series from childhood lol