You definition of "harm" is in dire need of recalibration. Harm occurs when someone else's action infringes upon your exclusive right as (self-)owner to decide how your person or property is to be consumed at any given point in time—or put another way, your right to veto any use you don't care for on the grounds that it would interfere with your preferred use. To say that you are harmed by the absence of a phone made to your precise specifications implies that you think yourself entitled to obtain such a device at a price of your choosing—that you have a right to compel such a trade without regard for what anyone else might want. There is no such right.

A reasonable argument can be made that force in the guise of patents and copyrights (among other restrictions, e.g. licensing of the airwaves and devices that make use of them) is being employed to prevent you from producing your own phone to your liking, and that is indeed a form of harm, but it is also outside the scope of the market. The government won't save you from this; it's the source of the problem.

Misuse of the term "harm" aside, if you want to "send a message" the best way to do that is to… actually send a message. Write the reviews—people do read them—and say what you liked or didn't like about a particular model which influenced your purchase decision. Send a courteous letter to the manufacturer with your comments and suggestions. And let them know that you bought a PinePhone instead as evidence that this was a real issue for you and not a passing fancy. The market data alone might not be enough to say why people are buying the PinePhone instead of the S10, but if Samsung starts losing sales over it they will certainly stop and take notice, and investigate, and revise their plans for the next model.

Of course you can't always get what you want, especially with something as tightly integrated as a smartphone. An S10 with a removable battery, for example, is not really an S10. It would be bulkier, and heavier, and probably not as water-resistant since the case can't be thoroughly sealed. The trade-offs might involve a slower CPU or less RAM or storage. Even just allowing for modularity and customization in the design to suit different needs and preferences has a cost which isn't always worth paying.

The bloatware and user-hostile software design is less excusable, though that gets back to government interference, in the form of copyright, anti-circumvention laws, etc., which manufacturers leverage to shut down purveyors of improved or otherwise modified software derived from the original OEM code.

P.S. There really isn't any conspiracy to keep phones with removable batteries off the market. Battery tech, and availability of public chargers, just improved to the point where people rarely needed to worry about carrying around a spare to swap in when their battery died, at which point the trade-offs of the removable battery option became nothing but a liability.