As I mentioned, I have a longer response regarding this post because I think the claim I'm responding to is broader than this specific issue. It's certainly far from the only time someone in the fandom has said it even about this campaign; it's been a consistent line across Dimension 20 campaigns and Critical Role miniseries, and it is no less untrue for several reasons.
In short, we need to take "capitalism is the BBEG" out back and shoot it.
I have discussed before that capitalism is a specific system that may have its earliest roots about 700 years ago, but would not become a dominant economic force in any meaningful sense until roughly the mid-1700s. In other words, capitalism and modern industry are less than 300 years old. By comparison, the unified Roman Empire lasted for 422 years from 27 BC to 395 AD, raping and slaughtering its way through the Mediterranean and taking its conquered peoples as slaves while taxing the hell out of its provinces. The Byzantine Empire, lasting for 1000 years longer, continued Rome's use of slavery before gradually transitioning to the slightly-less-exploitive feudalism. The Holy Roman Empire, lasting from roughly 800-1806, also had a long period of feudalism, which was the dominant economic and political structure throughout Europe for about 600 years (and existed in other forms in India, China, Pakistan, and Japan). The Catholic Church has existed for over 2000 years and prosecuted multiple Crusades while selling indulgences, halting scientific advancements, oppressing women, and taking advantage of laypeople's illiteracy; Protestantism also predates capitalism and would continue this legacy. Ancient Egypt was an empire that lasted over 3000 years, most of which predate the Roman Empire, and rather famously employed slave labor, using the spoils of the many wars they waged to build lavish monuments to their rulers.
This is simultaneously long-winded and an incredibly abridged version of history, but my point is this: capitalism is an economic system in which the means of production are privately owned and used to make a profit. Exploitation has existed in many forms throughout history prior to and apart from capitalism, because human beings and civilizations have historically sought ways to obtain power and wealth at any cost. To observe any form of exploitation and attempt to map capitalism onto it is to be historically myopic.
In the case of House Halovar, Yanessa is abusing a celestial in order to preserve access to divine power while lying about its origins and doing whatever she can to perpetuate her house's authority and control. (She is not, to our knowledge, responsible for depriving this being of a voice; we learn from Murray's arcana check earlier in the episode that the celestials went mad when the gods died in the Shapers' War.) It is not necessary to torture this into a critique of capitalism when we have, as aforementioned, millennia of history to make a much more incisive, accurate, and useful comparison. We can instead see in the Candescent Creed the American evangelical Protestant church, treating various groups of people as second-class citizens (at best) while entwining themselves with the Republican party for their own political gain. We can see the Catholic church, crowning Holy Roman Emperors and violently opposing the Reformation to maintain control. There are many other examples of religious abuse and exploitation that predate and exclude Christianity, and they are no less applicable.
Brennan is, among many other things, a student of history—he is well aware of all this. He is certainly a critic of modern capitalism because it is a current problem, but it is not the only thing he recognizes as a problem and he is not limiting his range to it. I'm reminded of what Asmodeus says to Cassida in Downfall: "You perceive a world in which the brightest, sharpest line is drawn between good and evil. The line actually exists between those who matter and those who don't". That is the root of evil, that is the core philosophy of exploitation and cruelty, and that is the theme of much of what Brennan explores in his work, and it cannot and should not be distilled so easily into a meme.
Critical Role Campaign 4 is doing a lot of complicated and poignant work already addressing a variety of political and social concepts in different ways. To reduce this story into a thought-terminating cliche about Capitalism Bad is to misrepresent the text, to be ignorant of history, and to do Brennan Lee Mulligan a great deal of disservice.