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.
In college I lost one of my jobs and knew I needed another one fast or I wouldn't be able to make rent. I spammed my resume on Indeed and Monster.
I got an email offering an IT-adjacent job in town. It was Saturday and they said I could stop by in a few weeks to fill out the paperwork or we could do it over the phone and start Monday. I called so I could get my first paycheck before the end of the month. We eventually got to her asking for my Social Security number and I froze.
I realized this could be a scam, but I was really desperate. I tried to think of a way to test them, so I said that I just realized I would be unavailable during certain hours, would that still be okay? She said she had to put me on hold to talk to the manager. After a while she came back and said it should work, but I would have to discuss the specifics with my supervisor once I started.
That sounded real to me. If it was a scam surely she would have just immediately said my schedule was fine, right? I gave her my SSN. She said I was ready to go and to have fun on Monday. I got there and it was just a parking lot. Couldn't get a response via phone or email.
A couple months later I found out someone across the country had used my SSN and I had to freeze my credit.