Is it unethical to listen to songs that I like, by a band that I absolutely despise because of their immoral stances on political matters?

Ethics in matters like these belong to you not to others.

The real need for ethics here is to defeat the tribalism that has promulgated a foaming chasm of disgust and hatred between two contraposed views of how to run the world. THAT is unethical, merely to accept it within one’s presence.

Why? Because demonizing people over different points of view, each group admittedly seeking “what’s fair” but disagreeing completely over both the means to achieve it and how to define “fair” in the first place?

THERE IS NO EXCUSE TO BELIEVE YOUR POLITICAL OPPONENT IS A DEMON.

Shame shame shame.

Now, if you like their music, take a deep calming breath and enjoy it.