Name an industry that doesn’t screw over its workers and I’ll show you an industry that doesn’t exist.
So unless you want to live in a cave and solely enjoy shadow-puppets, you’re going to have to engage with cultural industries that are varying levels of exploitative.
But there are more or less socially conscious ways of consuming – supporting the legal rights of creators is one way, supporting unionization rights is another, boycotts or collective purchasing actions, engaging in criticism, and so on and so forth. So consume, but consume consciously.