This is an interesting point - but I do think it's slightly different in the sense that everyone needs clothes, and the fashion industry has got to a point where buying ethically produced clothing is something many people simply can't afford to do (although of course I'm being generous... of course I know many people indulge in fast fashion hauls every month buying things they don't actually need).
Similarly, we've collectively managed to construct a world in which we all need internet access, and it can be very hard to get by without a smartphone. Most of them are unethical in some way, although I'd hazard a guess the average person isn't aware of this.
You could apply the same argument to the consumption of animal products. Everyone needs to eat, not everyone has the time or means to figure out how to go vegan even if they are aware that they should.
It would be great if the ethical implications of such things were better known so we could all make more informed choices, and if governments cracked down on certain industries so the burden of that research wasn't placed solely on the consumer and we could just trust what was on the shelves.
All that being said, I don't think anyone is delusional enough to think that the illegal drugs trade is harmless, and absolutely nobody needs to be buying cocaine.