But what does that have to do with investing? A company I do not support is getting no money from me.
Because you are profiting from a behavior of a business for which you might strenuously object. Would you personally want your to know that you one of the reasons you might be able to afford an extra vacation this year because a gun manufacturer had record AR-15 sales (and by coincidence or otherwise, there was an increase in mass-homicides)?
It isn’t about boycotting, giving money to the business, or in any way having an impact on the business. It is about YOU benefiting from blood money. Many people, faith-based or otherwise, have objections to such.