You pay taxes in the US? You are directly enabling a country to harm others.

You ever buy a phone? You are directly enabling a chain of groups to harm people (in the name of creating that phone).

You ever give a dollar to a homeless man? You might be directly contributing to them harming themselves (or possibly just letting them buy food/drink).

Heck even your example about your sister, I think some people would argue that it's still the moral choice.

Clearly there's a spectrum here. Black and white thinking and statements aren't helping and shouldn't be the basis for policy decisions.