I have the exact same issue. I thought buying directly from the manufacturer’s site would fix it, but I still get Amazon boxes from some of them. I don’t buy from them again, but it still sucks. I have ended up buying even less, and I wasn’t buying much before.
I try to buy things used, but sometimes that’s just not possible. If it has to be new I try different sites until I find one that doesn’t go through them. You can even call customer service for some smaller sites and find out ahead of time.
I don’t agree with the “don’t bother” hopelessness in this thread. Trying to do the least bad thing is still worthwhile, even if you can’t do something perfectly ethical. I’m proud of you for doing your best.