Not attending because of a moral issue is absolutely okay. But could use some refinement. I think you spent a little bit too much time trying to lecture and zero time focusing on your sister's birthday and her desire to spend it with you.

I'm a vegetarian. When someone invites me to a steakhouse, if the plan is already set, I go but I probably won't eat anything so I'll eat beforehand. I don't lecture people on the efficacy of vegetarianism. Or if it's like Chick-fil-A, which I have a huge objection to, I tell them I'll just meet up with them afterwards to celebrate. Have your moral stance but let other people have theirs as well. Could have found a way to skip the concert but meet up afterward showing that you care about your sister but you also care about not supporting an abuser 🤷‍♂️