I don't like Greenpeace because they are only fighting for media attention through exaggerated b*****it and not doing much truly beneficial effort. If they knew how oil companies work and what regulations they face or their efforts to minimize environmental damage they would shut up. In a normal world. Sadly they are perfectly aware of this, but still ride the bias of people to get attention.
Not the oil industry is the only one which has collateral damage. We could talk about anything manufacturing/agriculture based. On this basis LEGO shouldn't make car toys because they use gasoline. The batteries of electric cars are expensive to produce and the inputs involve some really nasty chemicals. They need electricity. Do they know that if we used only wind, water and solar based power plants, the environmental damage would be much higher than just sticking to nuclear power, and still not talking about the reliability concerns? Should we stop cattle breeding? Don't mine metals. Don't build homes. Don't have children because population is a concern.
These industries are just as necessary as any other. They create jobs, invest and research technologies. Every sector has something negative. Oil is just more visible, because the catastrophes can be easily noticed. If damage is spread out more evenly in time and location nobody talks about it.
OR just don't buy any LEGOs because ABS is made partly from petroleum. If you can judge oil companies on a moral basis then don't leave out the ones who use their output as an input.
Why LEGO made this call then? Because lots of people are stupid. They are talking about oil companies being inherently a child of satan while driving their cars to the LEGO store to buy petrochemicals, during which munching bread made from bio-wheat, grown with the help of agriculture vehicles and shipped to their store with a truck.
Protecting the environment is not about stopping global economics. It is about not cutting forests unnecessarily, recycling, being energy efficient etc. Sometimes people forget this.