Unfortunately most of the major players are involved in some sort of evilness as far as I am aware. Spotify/Google/Apple are all pretty unethical companies. Personally, I have made the decision to cut out the middle man and sail the seven seas while also supporting the artists I like by being a vinyl wanker and going to gigs.

As for streaming services (I am very happy to be corrected here because I am not certain) AFAIK both tidal and qobuz are good alternatives. Qobuz is based in France so your data will be safer but Tidal is a bit cheaper.

I mean, the Spotify CEO invests in AI weaponry being used to murder kids in Gaza so the morally correct thing to do would be to leave Spotify over that.