This behaviour is morally no better than that of megachurch pastors who preach the immorality of gay sex and get caught paying men to fuck them in the ass.
OP didn’t say they preached their morals though. Holding morals and preaching them are different things. I’d put this more in the category of people who pray secretly to a different god than the state-enforced religion, since OP is living in a capitalist society whilst not holding capitalist values.
I think there’s got to be room for some grey areas in morality. I abhor late-stage capitalism, but I would not rather die than shop at a chain supermarket.