Really it's the same for "voting with your wallet" - to actually vote with your wallet, you need to start a competing company that offers the service that you want.
In actual practice, as here, ‘vote with your wallet’ stands in for “people are choosing this, nothing to be done.” And ‘voting’ stands for collective action to change the choices on offer.
But sure, starting a company’s great too. Though with concentrated markets and high barriers to entry, that won’t always be feasible: I wouldn’t want to start a printer company, and that’s probably not the worst case.