Coordination problems (and very serious problems of information access & distribution) are why things like boycotts are in fact, however much we might wish otherwise, so laughably bad at enforcing community norms on e.g. large companies, and why the market doesn't do a great job of just "sorting out" all kinds of things most people would consider to be problems.
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.
The problem's not so much that they can fail—any method can—as that they can fail with anything short of overwhelming and sustained support, that is, they can be wildly popular and still have no long-term effect at all. Better to look elsewhere—no amount of "if we'd all just do it, we could fix this!" will change that.
Again, as a personal choice, fine. As an alternative to more-effective means, no. It's not "arrogant", it's an outcome-focussed stance fitting with observed reality and current scholarship.
[EDIT] "They" being "movements mostly based on changes in personal behavior patterns, at some significant personal cost or risk"
My point is about recognizing the individual influence one has. Often that is avoided by the statement I'm criticizing.
How is that not essentially zero, in most political circumstances and for non-extraordinary individuals? That's my point.
[EDIT] and further:
> That is again a rather condescending spin you are giving to it.
I think I'm giving it a pretty fair shake by acknowledging there's any laudable purpose to actions of personal behavioral choice on large political problems. There is, but it has little to do with effecting change, if that's the part that's important.
Even when the problem is binary, the argumentative position becomes much stronger by individual change. For example, if Europe became fully carbon neutral, it's stance would be much more powerful when it comes to these questions compared to if it continued to build new coal power plants and told other countries to stop doing that.
To me it sounds like you just described a coordination problem. Can you clarify why you don't think it is?