Not literally, but the OP makes a valid point. Drug users are largely oblivious to the fact that the money they're spending on illegal drugs funds criminal elements. It's not just terrorists or drug cartels either. It could be local gangs too. It's the desire for that money that leads the more violent of those elements to kill people to secure/expand their profits and trade.
Of course, if the government never banned these substances in the first place, creating a black market in which criminals are allowed to turn a profit, then there wouldn't be this problem either. The US experimented with prohibition in the 20s and should have learned it's lesson then with Al Capone and the like. But that was on domestic ground whereas the cartels have stayed in Mexico, so out of sight out of mind. Though if the cartels start messing around on US ground like they have been in recent months then that might motivate the government to take stronger actions.