this is actually the main sadness I have re Gaiman, I never finished the Sandman series and I just never will now.
I know there's plenty to be said about separating the work of art from the moral judgement of the artist, but tbh it's just like a taboo, psychologically the association turns me off whether there is a rational justification for it or not.
I think my cognitive dissonance was too strong, I got rid of my Gaiman. :-(
But I feel you - his works were important in my life before, I've just been downsizing and even though it wasn't the best, I decided to get rid of mine (not because it's "right" but just because I don't like being reminded of him).