> Which, more or less certainly, they won't, so you're basically just self-flagellating in a closet, which might make you feel morally pure but isn't doing anything to change the world.
I think you are factually wrong and condecending in the way you express it.
One case I can bring is the vegan product market in Germany. For many years, individuals were "self-flagellating in a closet" and simply avoiding animals products and buying the alternatives that were offered. That triggered the production of more of these products, which triggered more consumption of them. Today the market is big and makes a meaningful difference. This the result of individual action without coordination by all market participants.
I don't make a claim about the relative cost of individual change. I rather call the thinking that individual cost will only be accepted if everybody changes arrogant. I've heard more than I'd like to count sentences like "If I/we change, the others still continue, so the problem won't be solved", while in fact it will be solved to the degree that I/we are causing it. Demanding that everybody changes just because you change is arrogant.
I'm not saying individual costs are negligible compared to the influence one can have with individual change. There may be good reasons to not change.