Taking your business elsewhere only works when individual customers represent a significant proportion of a company's income. With the volume Amazon handles, any individual attempt to send market signals is completely drowned out by noise and marketting. To send such a market signal strongly enough to be received, you would have to have an advertising campaign on the scale of another massive corporation. That indicates market failure. It is well known that markets are not resilient against tragedy of the commons, prisoner's dilemma, and similar phenomena.

While I am no fan of the federal government, I am even less of a fan of a federal government that is dwarfed and captured by the power of giant corporate conglomerates, nor am I a fan of corporations large enough to act as governments in their own right. Therefore it is necessary for the size of the largest businesses to not exceed the power of the federal government, and it is necessary for there to be actionable antagonism between the interests of business and government.

Markets can only be free if this balance of scale between public and private interests is maintained.