I imagine things like this are very difficult for people living in other countries. Unlike the other 99% of the time you buy games, here are the cards are out on the table. You know what you are supporting, and how: Imperial American and its military wing.
The thing is, in the 21st century, cultural imperialism is far more dangerous than any sort of militaristic action. Every day, every one of you non-US nationals reading this consume bits and pieces of the American Dream and, while doing so, absorb some of the memes implanted therein. "US Marines FPS IV: We're Gonna Kick More Ass" isn't the danger to your disparate ways of life. "Sims 2" is. It's just sneakier about it.
In a way, I think only the fundamentalist Islamic factions in the Mid-East have clued in on this. They realize it's a war of metanarratives. They just don't know how to fight it, nor do they have the cultural graft, and so they plant bombs, which just ain't gonna work.
So relax. Play the game if you want to - it isn't any worse than any other bit of American entertainment you consume. Hell, it might be better.
Also, please note that there isn't any overt reactionary lesson in the above. I think it's possible to argue that the world needs at least one empire to function, and that the American Empire is a bit more pleasant than most of the alternatives would be. Let's just hope the next empire in line (hellllo, China) is the same.