In a lot of cases there is an in between. I live near an independent full service grocery store (they have 2 locations) which isn't the cheapest in town and isn't the most expensive. They have a good selection. If they are 10% more expensive, I'm happy to support them.
What, specifically is being said here? Higher prices don't somehow make transactions "more convenient."
They've always been more expensive than grocery stores, doesn't matter if they are local independents or big chains.
As @ska pointed out, I'm not really talking about buying all of your groceries at the corner store at a 3x markup. In every city I've ever lived in, I've had the option of taking my business to an independently owned (grocery|hardware|pharmacy|etc.) store where the "10% shop local tax" more or less applied. To me this seems like a fair exchange for the peace of mind I get from knowing that I'm not being targeted by government-grade surveillance tech when I walk through the door, and that the employees I interact with are being paid a living wage. YMMV depending where you live but I hardly believe this is a phenomenon isolated only to the places where I've lived.
Also, if your local shop doesn't carry an item you want, you can always speak with management and ask for them to stock it :)
And to the original point of reducing tracking, for Safeway/etc rewards numbers just use random local phone numbers and pay cash if that’s your priority. Better than paying more than double price for limited selection.