I'm pretty sure it means that anyone you give money to is problematic in some way. There's probably a grain of truth to that, at least for any large corporation that you deal with. It's also a way to acknowledge that you can't live your life without occasionally doing business with someone icky - not to completely absolve people in their decision making, but so you don't beat yourself up for the occasional lapse. Because at this point, what company in the world of games doesn't have some major issues? Ubisoft is on record as having a workplace that is discriminatory towards women, Blizzard went against the pro-democracy protests in Hong Kong earlier this year, Activision is known for strip-mining studios and then discarding them and EA was industry leader in shady microtransactions. If you play any major games at all, you're probably contributing in some way to people you don't like. Pick your battles and try to stick to them, but don't get all high and mighty on everybody because your consumer habits probably aren't airtight either.I always saw this as a reason to be okay with stealing from asshole companies like Ubisoft, not to justify giving them money, but I'm probably wrong about this as I usually get colloquialisms wrong lol.
Also, people like Brian Lee O'Malley, Paul Robertson and Anamanaguchi probably aren't bad (as far as I know), so does paying for the Scott Pilgrim game give them money and support their work? Does the bad outweigh the good in that case? Who knows!