Ofc. Always good to choose the source that treats the consumer well. FOSS alternatives are also becoming competitive for lots of things which is great to see.
But where you used to be able to purchase physical media it's practically impossible now. Even physical cases of games or audio-visual are usually just packaging for an access key to stream it. It sucks that we have to rely on market force through user-based action (e.g. Helldivers vs sony). These forces simply don't work against market caps like Microsoft or practically any commercial software (cad, sim, business management) or media service (streaming, music, etc...) where companies can leverage nigh infinite debt to overcome the user base action in favor of market growth.
Yes, 100%. If company is awful enough to the creator then I'd even be ethically in agreement without purchase but just donate direct to creator or whatever. Though risk varies more with legality in the latter case.