Yes it definitely does feel shady (and often is quite shady). Yes you have a choice.
But there can be substantial price differences
There are a number of reputable retailers distributors of grade A cells in the US and Europe (and I'm sure elsewhere), that know there product well, have official relationships with manufacturers, and are honest and clear about what they sell.
There are also reputable sellers on AliB and AliX, but its a lot harder to distinguish reputable from not, and there is a lot more variability and risk as a general rule.
One more option is to buy directly from a manufacturers storefront (some have them some do not), the cost is usually somewhere in between western retailers and most of the cells sold by the grey market resellers. Not all manufacturers sell directly or sell retail at all, but some do. Search "Noah's Ark" for a list of cell manufacturers and their official alibaba pages.