There is an arguable loophole in the theorem. If one reads the theorem carefully, it only states that there exist non- vacuum states with arbitrarily small energies. Take for example a chiral N = 1 super QCD model with a nonzero squark VEV which is conformal in the IR. The chiral symmetry is a global symmetry which is (partially) spontaneously broken. Some of the "Goldstone bosons" associated with this spontaneous symmetry breaking are charged under the unbroken gauge group and hence, these composite bosons have a continuous mass spectrum with arbitrarily small masses but yet there is no Goldstone boson with exactly zero mass. In other words, the Goldstone bosons are infraparticles.