Personally I would rather be unemployed than work for a gambling company or an oil company. In Australia, it’s not a dramatic dilemma either. There are lots and lots of employers that at the very least, do no harm. For example, there are plenty of companies like Atlassian that aren’t necessarily going to change the world in any meaningful way but at least they’re not making things worse.
Do you live somewhere where the only companies looking to hire are unethical?