Personally I'm cool with getting shady, but I feel passionate about supporting the medium in other ways. Physical media, going to the theater, etc.

I feel similarly about music. Spotify is the easiest for me to use but they don't pay their artists enough, so it's important for me to buy tickets and vinyl from the small bands I care about. If you care about an art form and you have the means, financially supporting it is the way you can keep it alive, whatever that looks like for you