Then obtain the music in some lossless form. FLAC download from the usual sources, used CD on eBay into the ripper, etc.
Though I've also debated just starting to mail checks in envelopes to artists I want to directly support.
It's certainly more annoying than something like BandCamp. But given how "literally everything useful on the internet" either turns into a behavioral surplus vampire or dies (gets killed off), I don't have any better ideas either.