I remember the great Valentino Rossi once saying in an interview that he would never ride for a team with tobacco sponsorship. Not long after he signed for Gauloises Yamaha.
Thom Yorke (yes, he) said he was harangued for wearing Nikes in the "Just" video, he didn't even realise there was a problem! And this happened to a guy who supported so many worthy causes, it wasn't true, but for this one "error" he was sounded out! He admitted that to take the moral high ground, you have to be squeaky clean.
Let's face it, who is?