One of the most important lessons of the field of Trolley Problems is judging morality against alternatives rather than in an absolute sense. In a vacuum, consigning someone to die is Bad, Actually. But the point is not to work in a vacuum, with its spherical frictionless simplicity, but to consider that I as a human being have limited means and my arms only reach so far and there are options for what I can do in this world but those options are limited.
One way of conceiving of "There Is No Ethical Consumption Under Capitalism" is that it means that every choice under capitalism is a convoluted multi-layer Troller Problem. I think this is true. My choice of what I'm having for lunch today will decide, in some indirect and fractional way, the amount and forms of suffering enacted on different groups of actual human beings. I'm contributing to one lettuce farmer's labor exploitation by empowering their employer; I'm contributing to another's starvation by depriving them of wages. Every action leads to exploitation (even going hungry: some workers will lose wages, eventually I'll enter the medical system, etc).
My point is that the phrase "There Is No Ethical Consumption Under Capitalism" cautions us against absolutist ethics inside a capitalist system.
Every choice examined in isolation will show that someone is Bad, Actually because every railway track in this whole goddamn interconnected mess has bodies tied to it. Real ones. Actual human beings. No one is without sin, because sinlessness is eradicated from this system. It makes no goddamn sense to say "this person is problematic because they chose to send a trolley to run over people," that analysis is fundamentally incomplete until it compares what other tracks were available.
But. Nevertheless.
To build on Decay's earlier point, the Trolley Problem still has an ethical decision with a better choice and a worse choice. Rejecting absolutist ethics most emphatically does not mean rejecting ethics wholesale. Flipping a switch to send a trolley at five people instead of one is still a choice, and the absence of an objective-good option in no way absolves the responsibility of picking the better option over the worse one.
My choice of lunch today is between indirectly empowering labor exploitation, or directly funding hate legislation. This ain't a hard fucking choice.
What one should conclude from "There Is No Ethical Consumption Under Capitalism" is to focus on doing better, without trying to achieve perfection. It counsels us that the latter is impossible, and therefore that we should decouple those two goals.