We should not make heroes. People are falible, don't idolize them. You can of course still admire their work.
This is harder with artists though. They put more of themselves in their work and once you know an artist was an absolute cunt you can start seeing things in their art that you didn't before or experiencing it differently and don't like it anymore.
But if you still enjoy their work I think that's fine too. Especially if they are dead and can't profit from it, if they would profit from it I, personally, just pirate it and that keeps my conscience clean.