Its real hard to not be a part of the system. I do understand your point and it does feel better to be further removed from the bad behavior. But most of us are participants.
Dubai had (and maybe still has) widespread problems with slavery and indentured servitude - both are problems not widespread in any of the major manufacturing centers in East Asia. Where the worker in Dubai is hit with a litany of hidden fees upon arrival, the worker in China is not. Where the worker in Dubai has his passport held until false debts are repaid, the Chinese worker does not. Working in a Chinese factory is almost utopian compared to the conditions that have apparently been exposed in Dubai.
My original post was simply finding examples of how people use their spending power to participate in various forms of oppression. Widespread marginal participation is possibly the worst as its hardest to solve. One billion people marginally participating racks up more power than a few hundred thousand oil-rich do.
It's one thing to be forced to pay taxes, some of which may go towards a war you're against, and quite another to go and get rich off the slaves of Dubai (especially if you do it knowingly), or go to Dubai specifically to exploit the slaves (as some of the people interviewed in this article admitted to doing).
Ultimately, it is left to the each individual I guess. If only each one of us decide not to buy products of slave labor, not to support war etc, world would be a better place in an instant.