Society works on balance of power. The government is part of that balance. Ideally the government serves the interests of people, that's the democracy part. In practice that's far from perfect, but it's still not some absolute evil constantly repressing us.
Both government and private entities have checks on their power in the form of voting (government) or in the case of commercial entities, the market itself (voting with your dollar). Both entities can and do abuse their power.
However, only one group is always granted a monopoly and legally allowed to force you to comply and buy their products at gunpoint (government).