The distribution model for music recordings has always been fucked up - and did not get any better with the shift from physical sales to downloads.
To be fair, it is obviously not easy considering the cost structure on the production end, how easy it is to make copies (perfect ones these days), etc.
Still you know you are looking at a really fucked up situation when the train wreck that is the distribution model for snowboard gear looks relatively healthy by comparison...
One thing I hate is enriching record companies, after seeing how they've operated since the 80s onward (don't have much experience before hand, but I take it they weren't quite so rapacious). I will not buy music from Apple or Google for the above sentiments.
I will do whatever I can to avoid them. The ideal situation for me is when my favorite bands sell a CD/MP3 Download combo directly on their website. I get to actually support the band, even if I'm not able to make a show (which is happening more frequently with age).