I think you make a pretty intresting point. I think rather than there is no ethical consumption under capitalism, it might be more appropriate to say that it is impossible for most people to consume ethically under capitalism. We can see this in how much more more expensive it is to buy produce that does not make use of wage labour to produce.

We can see this also simply by looking at the structure of the economy: most goods are produced in factories not by artisans, likewise most intellectual tasks are preformed in offices and farm work is increasingly being preformed on megafarms, and even traditional farms often employ agricultural labour who don't own the land. It would be absurd to claim that society could opt out of consuming these goods as they are the vast majority of goods produced!

It's also worth noting that there is a reason collectivised production is so much more common (and ever increasingly so) than individual production is that it is more effecient. This is why socialists say that capitalism was initially a progressive force. 

However by socialising production (that is to say making it such that a vast number of people work together to produce a single product), capitalism also prepares us for common ownership and democratic control of this socialised means of production. This is the socialist demand: not to do away with  the socialised means of production which allow us to produce so much more effeciently, but rather to do away with their private ownership that is preventing us from developing the means of production further still, and is unethical in its distribution of the fruits of production!