Now, I can't speak for all vegans, because there are various reasons behind peoples' dietary decisions, so instead I'll just give you an answer from me personally.
I have been vegetarian all of my life and recently stopped eating dairy as well, both for what you call ethical reasons. When I tell people this, many of the responses that I often get are quite similar to yours. People begin to shoot questions at me, like how I can live with myself for eating at a restaurant that sells meat (even if I don't order any) because I'm supporting the meat industry... or how can I bear to take a walk for fear that I may step on a bug. What you all seem to assume is that I think I am perfect simply because I choose not to consume animal products. I don't think I'm perfect. I realize that many of the things I do and consume have terrible repercussions for animals. I am not "sure my food choices avoid harming cute animals." Rather, I am quite aware that there is no way to completely avoid harming animals (I could go on about the 'cute' factor as well, but that's a different matter). However, wouldn't it be even more hypocritical of me if, after saying that I hate to see animals in pain or being taken advantage of, I said "well... as bad as the meat industry is, even tofu kills birds and rabbits, so why bother trying?" and sat down to my steak? Also, what if I simply don't like the idea of animals being born and raised with the sole purpose of becoming my dinner? I know that this is a reality, and it will continue to be a reality even though I don't eat meat, but that doesn't mean it is a reality that I want to support and be part of.
It almost seems to me that people are trying to test me, to poke holes in my logic. What do they expect me to say? "Oh yes, you're right... I'm not perfect, I might as well go have a burger!"? I think this wanting to prove vegans wrong may come from you feeling like vegans are trying to prove you wrong. Like I said before, I can't even pretend to talk for all vegans, but when I say that I am vegan for ethical reasons I'm not calling people who aren't vegan murderous or evil, and I'm not trying to say that I'm morally better than you. I'm just saying that I personally wouldn't feel comfortable eating the way you do. You don't need to defend yourselves by telling me that I'm not perfect, because I don't consider "vegan" synonymous with "angel."
Also, for the record, vegans don't eat dairy, so they probably wouldn't be content living on yogurt and fruit because of the yogurt bit. ;)