> If I don't buy anything, I'm out of the market system and the whole argument of "the market is best" falls down: it means the market hasn't solved my problem.

This means the vendor makes no money from you. If a lot of people decide this way, the vendor will have to adjust or go bust - this is called "market adjustment".

The fact that you did buy tells the market that what you bought is of net-positive value for you.