We all have a different line of what an artist does in their personal life where it overshadows the art. That doesn't mean you research everything about an artist before deciding to listen but if something comes to light, it's up to you if that is something you can set aside while enjoying the art.
Sometimes that happens before you listen. For example, Charles Manson has a record out. Will you support that art knowing what you know? If tomorrow you found out Ryan Adams was a child murderer, could you still listen to the art? It's your line to draw and the line is wavy. For music you really love, your tolerance is higher and if your introduction to an artist is that they're an awful human being, it's easier to dismiss.
I too separate the art from the artist but I'm not going to pretend that there's nothing the artist can do in their personal life that will ruin art I once enjoyed. Knowing what I know now, Cold Roses still reminds me of a great time in my life. If Ryan Adams collected skulls of kids he murdered, I would no longer enjoy Cold Roses in the same way I do now.