I think that most of the studios we want just aren't interested in releasing abroad. The risk isn't worth the reward.
I own a couple of manga volumes from project-h that have one fewer chapter (they cost a little less, too.) I think this is because the licensor could not acquire the rights to the characters. *Correct me if I'm wrong but Studio Lilith comes to mind*
Still I own a few Lilith titles on DLsite among other studios, but yeah, those are censored.
It never hurts to support the industry though ,aside from your wallet... But it's still abominable for the most part. I'm subscribed to hentaipros just for the sake of hope it gets better. Mostly they release Green Bunny, Milky, ... but even so they have titles I like. Say what you want but Boobalicious is a classic, and this time around I did pay for it. They have a bit more hardcore stuff too, like Princess Knight Olivia but I already had that on BD.
With all that said: anime can be a frustrating hobby at times. I live in the EU so on Crunchyroll a lot of series are not available to me, can't sub to funimation, and daisuki and others are dead.
... and I think that's mostly because people aren't willing or able to pay, making the risk of bringing controversial anime to the west too much of a gamble.
I'm on board with anyone who tries though, but currently I'm not even sure which of the sites out there are legal or a piracy paywall.