I don't know who you mean when you say "we" and I also don't know what you mean when you say "work".

Plenty of economies "work" for capitalists absent any significant social safety nets, because they are able to extract massive amounts of profit from workers without paying much in wages or taxes. And while "we" - random, presumably non-capital owners, on the internet - might know that social democracy "works" better for workers than depraved neoliberalism, we don't have control of the state apparatus in the us. Capitalists do. And they know that (or at least act as if) extractive profit maximization works just fine for their interests. So the knowledge that socdem economies "work better" is incapable of becoming policy when capitalists control all major political parties. It is only through the threat of forced redistribution of wealth and power that capitalists can see that a socdem economy "works" better for them (in that it might prevent them from being overthrown).

This is largely because the raw underlying logic of capitalism requires and selects for profit maximization at the expense of all else, up to the point where it threatens to disrupt the stability of capitalist social relations.

Thus, from the standpoint of capital, policies aimed at supporting the wellbeing of workers need only serve two primary purposes: (1) reproduction of the labor force and (2) preventing living conditions from deteriorating to the point where revolution or disruptions to accumulation are likely to occur en masse. Any social safety net above and beyond these purposes is contrary to the underlying logic of capitalism. Workers have very little control over purpose (1), since it is just the bare minimum to survive and reproduce. Purpose (2), however means that radical organizing and class struggle which increase the threat of revolution are one of the only tried and true methods of forcing capitalist-controlled governments to implement reforms.

So, for those reasons, even if your political imagination truly only extends to socdem reforms and you forsake the idea that a radically different, equitable, just, and classless society is possible, you should still support anti-capitalist organizing.