For what it's worth, when I see that term used, it's not about criticizing consumption for being amoral. Rather it's about pointing out that, if all consumption is unethical under capitalism, then you can't ultimately live without contributing to that in some way through consumption.
Like, we need food to live for instance, so let's say you get a salad, you'd feel bad because, in America at least, those ingredients probably being farmed by abused immigrant workers for shit wages. But you can't fight to uplift those workers if you're dead by starvation. So try to limit the harm, but understand that no one is living a perfectly moral life under capitalism so don't beat yourself up too much when you don't live perfectly morally either.
That's generally how I see "no ethical consumption under capitalism" used by people. Of course sometimes that itself becomes a shield for criticism but that's a different can of worms.
That's possible, but I feel like the poster seems to think that when we say "no ethical consumption under capitalism" we're telling people not to buy anything in general. Like "Oh you want to get a new PC? That's unethical!" Which, people are, as far as I've seen, not doing. No one's asking you to be pure.
Of course if it that isn't what they are trying to say then I apologize.