Well, my whole ebook collection sits on my computer and is managed via Calibre. I only buy books where I get a file without DRM. If there is DRM I don't buy.

My whole music collection sits on my computer in the form of well sorted mp3/flac/wav files. I buy only music where I get files or a physical carrier medium (Vinyl, Tapes, ...)

My whole movie/series collection sits on a jellfin server I can reach via wireguard from literally everywhere.

You get the idea. For me having the file and being able to scroll through my collection and decide what to pick from my collection is part of the fun. I am a musician myself and I earn more in a week in bandcamp (a few hundred bucks a year) than I would earn in 100 years on Spotify (60 cents a year), so if you wanna support the artists, doing it this way benefits them greatly.