marxism is not moralism; it does not demand of us to swear a moral oath and uphold it like some kind of political vestal virgins. when lenin was in switzerland, he still ate, did he not?
yes, on a rational level, we may analyse how our own consumption affects others, and it is indeed correct to try to reduce harm to the best of one's ability, but ultimately individualist approaches are ineffective compared with systemic ones, and self-flagellation is an individualist approach.
you did not create or choose colonialism, or unequal exchange! any benefit you may receive from its existence does not paper over the fact that you are yourself exploited and have a common class interest with all other workers on this planet, not to mention the fact that the main cause of harm and the main benefactor of those systems is not you, but the capitalist!
also, i would like to push back against the notion that people in the first world have been "given" the benefits from capitalism:
The truth is, that nothing was ever given to you. The founding fathers didn't give you your rights! Women weren't given the right to vote! You always hear [that] women were given the right to vote with the 19th Amendment. Women struggled for a hundred years. For a hundred years, from the 1820s when they mobilised the first convention—and by the way, the vote wasn't even their major demand—they had a whole host of demands related to the treatment of women, labour and child labour, property rights, inheritance rights, and all that sort of thing, including legal rights.
Women struggled for a hundred years; they agitated, marched, got arrested, beaten up, roughed up, and chained themselves to the White House gates. They were thrown into jail; some of them died of pneumonia, were force-fed, and endured all manner of brutal treatment. Only after a hundred years of struggle were they "given" the vote—this great gradualist process.
[…] Workers were not given free trade unions either; they had to fight for them. They had to fight against goon squads, Pinkerton detectives, terrorists, state militia, the National Guard, and the US Army. And that is how they achieved it, with their blood and their struggle.
--michel parenti
even third-worldist analysis does not condemn global-north workers morally! it merely seeks to analyse, explain, and criticise certain political realities and bring to light the additional difficulties and injustices third-world people have to face. but no global-south revolutionary would ever deny you the title of worker or perceive you as an enemy on the same level as they perceive the capitalist.
to love and help others, it is helpful to love and help yourself.