While it's probably true that there is "no ethical consumption under capitalism", it is also true - or at the very least worthwhile to pursue - consumption habits that are less reprehensible (depending on your own moral aesthetic).
The danger of reflexively stating "there is no ethical consumption under capitalism" is that it has roughly the same effect as "well, why do you care about this specific thing, and why are you not equally invested in every other injustice, huh?".
It allows for a nihilistic approach to consumerism - "I can't change everything, so fuck everything. I'm going to buy whatever I want because everything is shit" - which might feel woke and truthful (and, in some way, it is) but which doesn't look any different, on paper, from the habits of completely uninformed consumerism. What's going on inside your mind and heart - whether you're being genuine or "ironic" with your purchases - is completely irrelevant to corporations.
in terms of structural change, the impact of maintaining such a list is probably next-to-nothing, but there's no real good argument for why it shouldn't exist. If anything it just allows for more transparency and consumer-empowerment (to use a gross, almost new-speak word) if you just list problematic stuff companies currently engage in - and have historically engaged in - and let consumers make up their own mind whether or not they feel like it's a contextually acceptable purchase to make.
It's very easy to dogmatically decry consumerism under capitalism, but in doing so, you glibly skip over the fact that we still live under capitalism, and have to make a lot of purchases just in order to not wither away.
At this point - when capitalism is essentially expressing itself in its most inhumane, "we might not even need human workers anymore"-stage - it feels a little misplaced to chide people (many who are just beginning to think about these things in a political, systematic way) for wanting to have any kind of centralized documentation that could help them make less terrible choices (big or small).
"You can't make any purchases if you truly want to get rid of capitalism that you say you don't like" is not really helpful outside of scoring cheap dunks on people who are asking for a place to start.
