Everything and everyone is connected in one way or another, if you look hard enough any part of the supply chain to you will have a problem. It really depends on how intimate the relationship is between the two companies (e.g. there\'s probably an ethical difference between a company buying electricity that is ultimately manufactured from gas pumped by a corrupt and ruthless government, the electricity company itself, and the corrupt officials themselves.)
And if you don\'t want to be a roaring hypocrite, how much it costs you shouldn\'t matter (almost all European nations buy gas from Russia, so ethics aren\'t a huge issue for their electorate, heating in winter is more important).
Either you do it with your eyes open, or you don\'t. It becomes more difficult in today\'s age to claim you didn\'t know when a google search is a click away.