It's easy for people who face no real threat themselves to pretend to take the moral high road by refusing to invest in weapons manufacturers. Not everyone has that luxury.
That really depends on what you count as a subsidy. The federal government isn't really making direct payments to fossil fuel companies. Some of them are allowed to lease federal lands at what might be considered below-market prices. The US military helps to provide free security for some oil exporting countries. Fossil fuel producers and customers are allowed to emit pollutants without paying for cleanup or remediation costs. Are those subsidies? Depends on your perspective.