Aside from the points noted by other commenters about this being a choice most consumers cannot reasonably be expected to make, the notion that there is choice at all is simply false. Almost all Christmas lights sold in shops last year were of the current generation of fixed LED light strings sold in a plastic tub. The year before these were sold mostly in cardboard packages. For the basis indoor Christmas tree light product, this accounts for 95% of the product available, and almost all of the offering in physical stores¹.
There's no reasonable chance of voting with your wallet against those numbers. Sure, I might be able to get some fancy hand-crafted Swedish Christmas lights with a ten year replacement part availability guarantee on some website, and who knows, perhaps a very effective word-of-mouth campaign will make them quite successful! — and still not make a dent in the global market. Realistically, it won't have any measurable impact in the greater scheme of things. This product is driven by sellers and manufacturers going for the absolute bottom in price because it is technologically feasible, externalities (like the environmental impact) are not part of the cost, and most consumers have plenty of other worries and simply crave a bit of Christmas cheer.
1: Here in the Netherlands, although likely globally applicable.