I would prefer to live in a world where Amazon doesn't exist. The degree to which they dominate web hosting and online marketplaces feels to me like it holds it the power of a monopoly. I don't like big centralization of power -- both for resiliency reasons (AWS going down turns off half the internet) and because when entities hold a lot of power they can use it for evil. A lot of the world (and especially the United States) now relies on Amazon, and have minimal influence over it -- Amazon isn't a democracy and we don't get direct say into how they use their power.
But I buy from Amazon and don't feel bad about it.
It's a lot more convenient for me to use the systems that exist to get the things I need than to find ways to buy things off of Amazon. Sometimes I do things that are inconvenient or difficult for me because I think it's worth it to help make the world a better place, but avoiding buying from Amazon doesn't meet that bar for me.
But if everyone stopped buying from Amazon, we could live in a world without Amazon! I would love to see that, but there are enough people who are happy to buy from Amazon (and who aren't leftists) that it's unlikely to happen. I have limited time and money, especially now that I have more chronic fatigue and a part-time job, and I'd rather put my time and money towards conversations and education than towards finding ways to buy things outside of Amazon. I really enjoy teaching and reaching mutual understanding with others, and I think that's one of the biggest things that can move our society towards wanting something other than Amazon. And I hate trying to find places to buy things.
If Amazon disappeared today, I could easily see a similar company replacing it. I want to buy things in a world where Amazon doesn't exist and where enough people don't want Amazon to exist. In that world, it'll be easier for me to get the things I need from places that aren't Amazon. But until that world exists, I'll continue to regularly buy things from Amazon.