If we think Amazon business practices are immoral, we need to make them illegal.
There is a fundamental difference between stopping an abusive business practice with a vote verse with your wallet. With a vote, your choice is to allow the bad business practice and get the benefit of shopping there, or don't allow the business practice and don't get benefit of shopping there. The choice goes together with the consequences, good or bad.
On the other hand, choosing with your wallet doesn't couple the choice with the consequence. Even if I don't shop there, it is very likely the business will continue. Me losing the benefit of shopping there doesn't cause the business practice to stop necessarily.
Lots of people would be willing to give up shopping there if it meant the business stopped, but not if it doesn't.
Furthermore I am very convinced it makes the lives of everyone, except the tiny minority that are actively exploiting everyone else, much worse. Good jobs are lost, supply chains are made fragile, and monopolistic tendencies are encouraged. I would rather the inconvenience of shopping around than encourage a world with a private entity as the sole source of all consumer goods.