I don't think that it is as simple as 'colonialism', it's far more complex. For example, Gulf countries employ around 23 million overseas workers, many of whom suffer dreadful working conditions for very low wages. However, the money that they earn is sent home, contributing billions to the economies of developing countries - about 20% of the annual revenue in some cases.
Paying higher wages is undoubtedly the right thing to do, but sadly this would reduce profitability deterring investment in development and putting companies out of business. So development stops. Serves them right. Good?
Falling oil prices along with the Covid crisis has sent many of these workers home, plunging key regions and entire countries into recession. This has not benefitted anyone.
I don't have the solution, but I do know that consumerism, while destroying the environment and depleting resources, is the driver for the global economy. Buying your PJs is the correct thing to do. If you can find a pair that has been produced ethically, even better (though I'm not sure how easy it is to verify this reliably). But the chances are that if you pay more for your PJs, you'll have to skimp on something else, because you have a finite income. This will reduce the earnings of someone else further down the line.
Time for a re-think. Revolution anyone?