My main hobby is saltwater fishing. We regularly use live shrimp as bait for the fish that we catch and in turn throw into a cooler full of icy water. Back at the boat ramp those fish are of course "cleaned" and bag for later consumption. So we use a live shrimp (which dies a horrifying death) to catch a fish that dies a relatively slow freezing death..
I would be willing to bet that a good portion of marine hobbyist enjoy fishing..
Another point to this is that the shrimp that are made available for human consumption are actually not just instantly dead. They get dragged around in a shrimpers net under extreme pressures for up to a few hours, dumped on the deck of a boat where they suffer suffocation, stepped on while being scooped up to be thrown in a cooler full of icy water where they die a relatively slow death due to suffocation and hypothermia.
Through my love of saltwater fishing I have perhaps become a little calloused to a fish going through a week or so of misery in order to properly cycle an aquarium, but these are in my opinion very valid points that I have mentioned.
To another point, it has been mentioned that putting a fish in an already cycled aquarium gives it an opportunity at a happy life... If the fish is captive born then I would agree with that statement. However, most of the fish in our tanks were taken from our vast oceans where they didn't have to eat a flake food, bump into the glass when they decided to forage further than a few feet, or deal with the conditions that come with being in an extremely confined, human controlled, imprisonment. Would you be happy if you were thrown into a closet for the rest of your life and given the minimum requirements needed for your survival? Now I for one have no problem with taking fish from the ocean for my enjoyment but for those who think it is cruel to cycle with a fish, how is it less cruel to give them a life sentence in your tiny prison?