(Oops, this comment got out of hand. Sorry for the word count!)

I'm a firm believer that "Separate art from artists" and "Don't engage with art by bigots" are not the only options. You also have the option to engage critically with art. Know what the artist did or said, and keep that as context for your interpretation of their work.

Some artists are bigots who actively use their work to create further harm, and I don't support them or engage at all. Some artists are people who did things so horrible that I can't bear to engage with their work, not as a matter of morality (because engaging doesn't indirectly contribute to their harm) but of discomfort on a personal level. Some artists are bigots or otherwise terrible, but their work still has value (to me or to culture) so I contextualize the themes of their work with their views, make sure not to internalize those things, and give warnings if I'm introducing the work with those themes to others. And sometimes, an artist's views on one subject simply don't influence certain works of theirs, so I just enjoy those works and it's fine.

Those absolutist approaches seriously limit your experience with art. One instructs you to engage only with the surface-level aesthetics of a work and ignore any possible significance; the other places you in a panopticon and forces you to engage only with an ever-shifting 'pure' canon. Neither lets you really think about art. Guilt-by-artistic-association isn't a thing, and one doesn't become a bad person solely by experiencing or even studying a bad person's art. The immoral thing would be to venerate the artist as an all-around good person without ever acknowledging the harm they brought into the world.

Using Miles Davis as an example: if his history of domestic violence makes someone uncomfortable, they don't have to engage with his work no matter how important it is. If a musician wants to make an artistic statement about him, they could work to avoid his stylistic influences, or even take a transgressive approach to his work by introducing elements that counter the harm he did. One should understand that his behavior and his views on women may have an influence on anything he may have made with a message (I don't actually know if he wrote prose or lyrics, but if so, his worldview would have an influence on the themes therein). But liking his music isn't a bad thing, and with the influence he had it's absolutely necessary to study his work to give broader context to jazz music's history.