Socially and Polically correct investing

For last couple of years, so called "socially and politically correct" mostly governmental funds have been dumping "incorrect" stocks from their portfolios. First, they started with gun manufacturers, then time came to sell fossil fuel companies and booze enterprises .
May be there wouldn't be anything special about it, after all, we can invest as we are pleased, but if all Canadian government funds dump local stocks like Molson Coors and Canadian oil companies which offer employment to Canadians and pay local taxes, not to mention dividends to investors, because they are "socially incorrect" and buy JD.com retailer in China, then may be Canadians  should ask Chinese to pay their retirement benefits in the future ? .....just a thought