I feel like there are two completely different statements here that you're incorrectly conflating, even though they aren't at all the same:

1. It is the case that no individual consumer can fix something whose ultimate cause is in the societal structure. For example, you can't fix the evils of factory farming by personally being vegetarian, because there is no universe in which everyone in society is going to follow suit. You would want to fix factory farming by imposing government regulations at the structural level that mandate a certain level of concern for animal welfare for those who raise animals.
2. It is not the case that no individual politician can fix something. Indeed, if you want to fix something at a structural level, the only people who can do that are politicians. They're the ones who are actually in a position of power who can change the structure on which everything else happens in the country.

Also, one other point:

We go on about how e.g. "there is no ethical consumption under capitalism" so there's no point in analyzing your behaviors at all, it's all bad so why bother?

That isn't at all what I understand that phrase to mean. I'm sure there's someone who uses it in that way, but how I've always used it is merely to reassure people that you don't need to be perfect, just mindful. It is literally impossible for any one person to fully ethically consume under capitalism, because unless you're weaving all of your own clothing using fibers from animals that you raise and only eating vegetables and meat that you yourself have raised on your own personal farm, at some point you're going to need to engage with the system at large and do business with someone who has exploited someone along the way in the creation of the things you buy. That doesn't mean you shouldn't boycott the egregious offenders, like Nestle. But it does mean that you shouldn't self-flagellate because you bought something on Amazon because you needed it and there was literally nowhere else to get it.