2. The inefficiency bugs me
I.e. I want to support the band, but feel like only a fraction of the money spent on merch goes to the target. Same with websites that have mugs and such. I don't want another mug, I don't want to pay 5.99 for shipping, I don't need to support the white box oem mug manufacturer.
But I guess in the real pragmatical world, that's the support mechanism that actually works :)