No it doesn't. There is a time and place for the "no ethical consumption under capitalism" mantra, but increasingly (as is the case with your comment) it is being deployed as piece of whataboutism to distract from clearly unethical behavior by implying it is no worse than anything else. There's actually a massive difference between businesses which have complicated tradeoffs in the means of delivering what is basically a social good, and facilitating sports gambling, a negative-sum activity which ruins people's lives for basically no upside whatsoever.
(It's deeply ironic that a slogan originally coined by socialists has found its most use by capitalists trying to get off the hook for their actions, but I guess most rebellious anti-establishment sentiments are ultimately co-opted for profitable ends.)