I suppose you could say, in some sense, that if we don't challenge wage labor, then we're complicit... but in reality, we're so thoroughly fucked that we gotta do what we gotta do, and struggling against every boss we ever have is a not a very good way to navigate capitalism. Though I'm not sure that's what you're saying exactly when you ask if it's an ethical choice to be working somewhere that pleased you.
If you're wondering if it's OK to feel OK about having a job you enjoy, even though it's wage labor, then I say yes. When I talk to people about work and wage labor and exploitation, I often hear them say things like, 'but I like working.', to which I suggest that it's the form that we have a problem with, not the content (necessarily). The content, for the most part, under capitalism, is shitty, too. Commas. Perhaps you do the most fulfilling work you could possibly imagine, and you do it because you love it, but you have a boss, and you are paid wages.
You can love what you do while simultaneously hating whoever lays a hand on you to govern you (be it bosses, markets, capital, cops, etc.) All we can do is try our best to not let capitalism dictate our lives, through whatever means we have.