Like a sibling comment, I now also buy CDs and LPs of albums realeased in the pre-streaming era, depending on which format the album was made for. But I always immediately rip the CDs into FLAC because I'd forgotten how brittle they can be in terms of a slight scratch ruining one or more tracks.
And for more recent stuff that I really like, even if I hear it on Spotify, I try to buy it on Bandcamp or similar, so there's some cash going directly to the artist.
What all that doesn't solve for me is discovery, which I find is significantly better on Spotify than the Apple Music service. (Or the worse audio quality of Spotify compared to Tidal - my test album is always Selected Ambient Works 85-92 by Aphex Twin. There's no hiding when it comes to the synth hi-hats at the beginning of Xtal.)
Seriously considering just getting a record player so I can get rid of these middle men though. It's too much.
Do it! I started buying CDs again, and it's great. I get the best quality sound — we can argue about that another time ;) — all the music is _mine_, and after I convert it to FLAC for my walkman or iPhone (play via VLC) it's as convenient.
At this point, we need a bill in Congress to establish that "ads are ads" and that "ad-free must be ad-free".