Because that's a short-term, individual solution. But when companies do stuff that's bad for people generally, we want that stuff no longer done, generally.

Like, sure, I could buy medicine that isn't poisoned. But better would be to have no poison medicine - and that's how we got the FDA. Obviously this is extremely different, but the principle is the same: we don't like a behavior by a company, we can make that no longer happen if we want.