(E.g. india did buy up russia’s oil cheaper, but if there would have been a carbon tax in the eu with serious tariffs on products made in a not eco-friendly way, their usage might not have increased as much)
that is the observable impact though. perhaps the bitcoin example is more straightforward - if only one person on the entire planet is willing to mine, they get the entire block rewards of the entire network.
this is an extreme example, but if you have a small number of corporations who don't give a shit about environmentalism and pursue maximum profit within whatever the law allows, you get to pretty much the same result. People doing good in one area only increases the alpha available for another player to exploit.
capitalism literally is the removal of morality from economic planning - by making it about personal interests and profit, you ensure that if one player has those uncomfortable morals, that other players will take care of the problem and ensure maximum profit is pursued regardless. It's an Autonomous System designed to eliminate morality from the field of economic activity.
When enough people change their behavior, that can have an effect. And I suppose you're right that that effect is smaller than what one would hope (for the reasons you mentioned), and laws or taxes would have more effect
similarly, even a country-level tax, you're only making it cheaper for other countries who don't care. We saw this play out with Russian oil last year - banning it from the West didn't make it go away, it just made it cheaper for certain other states to import it. The commodity market is global.
The fundamental point I'm trying to make here is the "capitalism routes around inefficiency/morality". That's what it's designed to do, in the same way the internet routes around infrastructure damage (or censorship etc, which is fundamentally infrastructure damage). By taking a moral stand, you only increase the alpha available for other players to exploit.
These "individual moralistic stand" approaches like personal-scale recycling are inherently less effective than taxing producers, or outright bans. The reason they are pushed is because they are ineffective, and because they stall out the political will to adopt real solutions that would be effective.