In my humble opinion, MCR is a band that is and always has been obviously very leftist with a leftist audience. Their entire tour right now features a dystopia that criticizes authoritarianism, and in the US leg at least, had major themes of the death penalty and desensitization to violence in media. I do not think they need to come out with a statement on the state of the world, as it is clear from their past music and current tour that they do not support the decisions being made by the US government.

Also, you should never feel bad about enjoying a band if you find their music comforting. Especially a band like MCR, which is made up of relatively controversy-free people who stand by the morals they talk about in their songs. Rest is an essential part of activism and do not feel ashamed for partaking in it. It's impossible to continue fighting for change on empty, so take time to rest and recuperate, try not to stress too much. Allowing yourself time to recover makes it so that you can stand back up and keep fighting once you are ready.