You can shop online and still buy local. I’m not sure why you’re convinced this is an either/or scenario.
Personally I don’t have the time for a ton of brick-and-mortar shopping and my work requires specialized materials that aren’t made locally but often do require a bit of “shopping around.”
I’ve never once wondered whether or not the things I’m doing could be misconstrued in a way that would end my career.
What kind of weird shit are you into?