And does it cause any problems within your band? I ask, since I'm a vehment anarcho-socialist, yet my band mates are all pretty average, run of the mill guys (basically capitalists in this society, IMHO anyway). They're good mates though, we've been friends for years and we all love the same music so it works. We keep politics out of our music, since I'm sh*te at writing lyrics and the singer doesn't really care about politics enough.
The only real problem would be in the unlikely event, that we would be offered a deal by a major label. I can handle being in a band, with people sponsored by corporations (so long as I'm never personally linked to any of it), that's their choice as individuals. However, I'd have to leave the band as a matter of principle, if the rest wanted to sign to a major label or an associate of one.
As much as I love their music, bands like Rage Against and the Machine, The Clash and Primal Scream seem so hypocritical to me, promoting socialism either on their records or off (usually both), and then getting signed to capitalist corporations like Sony, CBS and Epic. I grew up listening to these bands, back when I was young and had no interest in politics. Now I've grown up and developed an interest in the sunject, it's left a bit of a sour taste in my mouth, now it's become apparant that not only are they just sell outs like everyone else, but they're a bunch of charlatans on top of that.