My limited understanding: it is a bit like eating Devil's Food cake. It is just chocolate, and eating it will not endanger your eternal soul one tenth of how much it will endanger your waistline.

On the other hand, you are deliberately giving your time/money/attention to those that advertise themselves as enablers, if not outright supporters, of the Enemy. There's a karmic cost in that, but I don't think it will cause you to get possessed or anything like that. Rather, it is the unthinking habit of saying "it's not a big deal" what you want to keep an eye on.