I think the situation you're in affects what you can reasonably do and hence what can be considered "ethical". You cannot opt out of paying taxes (and buying lunch), but it is possible here for me to avoid funding this war and try to seek better alternatives.
Did you go out of your way to buy a non-Chinese-made phone? You technically have a choice there, but not much of one. About as much of a choice as you have in the search engine business.
Chinese phone-makers and Yandex are behaving pretty differently. China and Russia are also behaving pretty differently.
There's no clear reason why someone couldn't have qualms about one but not the other.
Like I wrote, and what you seem to say again here, I agree that it is unfortunate how tough it is to be an ethical consumer these days.