Consumption has a bit of a bad rap. In my view, perceiving consumption as automatically unethical requires some particular interpretation of ethics that might not be taking into account human flourishing. Human flourishing is generally accompanied by reducing local entropy through consumption of energy and resources—capitalism or not. It
does matter if that is ethical or not—whether it causes suffering of living beings, whether it is sustainable, etc.—but that is separate matter.
In that sense, capitalism is a decent system that does not inherently dictate whether consumption is ethical or not. You are free to (and should) make ethics part of the value. If you like what your neighbourhood bakery makes freshly, you buy from them and thus encourage and enable them to make more. You benefit, they benefit. They give you a good price, but you do not buy more than you need (how much bread would a healthy person eat anyway?) because your neighbours also enjoy it. If you determine that a company is unethical, you vote with your wallet and buy from another (and tell your friends). You do your best.
What breaks this overall pretty sound logic of “give value to people who create value to help them create more value” in practice is a bunch of not unrelared to each other things like bad actors, information asymmetry (usually in favour if producers; in extreme: lying), or poor mental well-being. These imperfections lead to regulation (not without its own can of worms) and open up avenues for, indeed, unethical consumption.