Why do you consider "small-time SaaS products" as "unethical", if I may ask? They may be "potentially unethical" since you don't know exactly what they are doing with your data, but it's not for certain.
- The company supports or enables injustice or human rights violations - The company collects a lot of personal information and does creepy or obscure stuff with it - The company does not release the source of its products
Virtually all SaaS gets dinged because of #3, and in a perfect world we'd somehow replace them all with self-hosted, open source alternatives, but that's a tall order.
I'm not a zealot about any of this, I just make sure I set aside a little time aside every quarter to evaluate ethical alternatives. Legitimately "doing no evil" is absolutely a benefit I'll pay money for.