Probably true, but individual action is a way of stating, "I will do this much without the government, so obviously I support collective action". Also if, say, the government is engaged in genocide, a change in government policy is certainly called for, but you should still shelter/hide individuals that come your way, as best you can.

Not usually comfortable with bringing genocide into a discussion about political theory, since it rarely adds understanding to the discussion, but in this case it seems literally to be the most apt analogy.