A lot of people, in this and many things, get very all-or-nothing about it.  Like if you can't 100% escape it and live like a caveman, then you're a hypocrite for trying to make things better.  I literally saw a guy harassing those  of us who went to a climate protest that if we drove or rode a bus there, then we used gas and are hypocrites.
Like, dude, when cars took over, people weren't hypocrites for dreaming of a car while they still rode a horse.  You can't exit the system you are trying to change just because you want to change it.  Progress and change happen, it's just a matter of choosing *which* progress or *how* it happens.  And if you *did* somehow manage to exit the system first, you'd get, "Oh what do you know, you live in a cave!  You aren't part of this system!  Your opinion doesn't count!"
Some people just fear change, and so try to invalidate anyone who *wants* change, any way they can.

So yeah, some days I am contacting companies and telling them to change, or politicians.  Some days I am going to a protest.  Some days I am cutting up cardboard.  And some days I do nothing much of anything, because we all need rest.  I'm very low waste, but not zero waste.  I cook from scratch, but am no longer a vegan because that's impossible with all my allergies.  I do what I can, but I realize that perfection is the enemy of the good - and as you say, even if I lived like a caveman, the oil companies and coal companies and whoever would go on polluting without me doing a lot more damage than my small contribution ever would have.
So yeah - don't feel guilt for the system we were born into or for not being "perfect."  Just do what you can until you return to the Earth yourself, exactly. :)