They're funding criminal organizations in the same way you're funding one if you get your hair cut at a hair salon which works as a front for money laundering.
That is, mostly unknowingly, perhaps suspecting what's going on, but politely trying to ignore it for their own convenience.
A hair salon is a legitimate business. "Residential proxies" have very little legitimate use, and are sourced by unethical means, so it's not a fair comparison.