Say there is a music band whose members engage in frequent illegal/immoral acts,
You've given some good reasons for not buying the album. And since it's hard to make the case that you need this particular album, the reasons seem pretty strong - strong enough to convince me, at least.
That said, there's a larger and harder issue here, and I'm guessing you may have it in the back of your mind. Many of us spend money at businesses whose practices we really wouldn't approve of if we let ourselves think about it. Perhaps they buy goods from sweat shops. Perhaps they have despicable labor practices.
Without pretending that this does justice to the matter, a couple of issues strike me. One has to do with thresholds and balances. At what point are the practices of a business "bad enough" or insufficiently offset by the value of what they provide (including employment) that I should stop patronizing them? And how strong are my obligations to inform myself? I may know that business X has some very nasty practices. I might decide to patronize business Y instead, but the only difference between X and Y may be that I happen to know the bad things about X and haven't dug deep enough to inform myself of the equally nasty facts about Y.
Those aren't just rhetorical questions, nor are they the only ones worth asking. But they do suggest that the relatively clear case you present is set against a backdrop of tricky questions.