I'm not going to get into an ethics argument, but to me, it's ethical to keep fish in an aquarium. Yes, the fish doesn't have as much space, but as an analogy, I'm fairly confident that all of us would rather live in a house with amenities and safety than be wandering around in the woods. It's obviously slightly different as the fish doesn't really have a choice if it's going into the tank or staying in the ocean, but still, it's probably going to be better for their longterm health and security.
I wouldn't worry too much about the ethics of wild fish. If you want to stay away from them though, most stores sell captive bred specimens in a limited quantity. From my experience, most species which can be captive bred that you see in stores are captive bred whenever you find them, for instance, I can't recall the last time I saw wild clowns at my local store. You can also order online directly from farms like ORA and Biota if you want to be sure that you're getting captive bred.