You can’t avoid Amazon entirely but your order is still a drop in the bucket that tips the scales in the right direction.
For small brands trying to establish a presence, the first thing retail buyers and distributers ask is how their Amazon sales numbers look. Having an Amazon presence is not optional for small brands that are trying to grow.
If 90% of orders come from amazon and only 10% come from their own website, it frequently doesn’t make sense to both pay for Amazon distribution and keep their own warehousing and distribution capabilities. But if more people like you and I convince people to order directly and 40% came from direct orders, that math starts to bias more heavily in favor of setting up their own fulfillment.
So find some comfort in that you are playing a small part in paving the way to a better future for these companies even if they are beholden to the Amazon monopoly currently.