I'm ad-blocking, but if I hear some music I'm actively putting in the effort to find a way of purchasing directly form the artist... and that goes for all things including books, films, whatever way I can get. Sure, it isn't convenient for me, and I've even spent more buying books via Hive than Amazon.
The problem is that for every band that is big enough to have a voice, that won't miss the few percent, there's loads of smaller bands for whom that few percent is not only everything they have coming in... but it also represents their dreams of one day making it big.
I get more of a cut if people buy my books directly from my publisher, and I highlight these links on my author page... but still people will go buy via Amazon, or iBooks, or some middle agent, because that's how the big guys have stacked the deck... they not only provide the content, but also the equipment on which to read it... and favour their own systems.
There are plenty of places in the chain where the links are broken. Some of it is down to our own preference for convenience. Some of it is how we let the big guys manipulate the market so they have closed systems. Some of it is down to the contracts, like the music companies signing up good bands to contracts and never actually do anything with the band, but the contract stops them from taking another contract with anyone else, and the companies won't release the bands from the contract they've signed. Effectively dooming the band to obscurity.
I'm just screwing the middle man and trying to get my money to the artist in the most efficient way possible. If that takes ad blocking, and more research on my part, then so be it. There are times when I have no option other than to buy from the middle men that I hate so much... but I won't call myself a hypocrite and return to my old ways... this is an ongoing war.