Because of principles?
It seems that in the past 20 years the concept of boycotting a company in response to their behaviour has been lost.
The last widespread boycott I remember was from the late 2000s against Sony, I can't even remember why ( rootkits on CDs? ) but I'm still boycotting them now as it's an automatic reaction.
Every company is going to have competitors that would love your business over these major companies. Pick your battles and do your best. It's only hard because the status quo is designed to be stupidly easy.
(1) Same day or next day shipping (2) No hassle returns for a full refund (3) No cost for return shipping. In some cases, the shipper will come to my door (!) to pick up the return package at no cost.
What was it like before Amazon? An internet filled with every possible storefront someone threw together with a CGI script, sketchy payment processes and dark patterns that hide information or trick you into extras. Getting something actually delivered was a crapshoot at best unless one went with a known vendor (ex. Best Buy).
What's the next credible alternative for merchants without Amazon? There's Shopify. I hold my breath every time I order from a website using Shop Pay. There's no clarity on when it will ship, sometimes details are excellent, other times the merchant forgets to add a tracking number. Return policies are merchant specific (read: very inconsistent), and Shopify takes zero liability if a package goes missing. They leave it up to me to sort it out with the merchant, as a result, ordering anything above $100 feels risky.
With Amazon, there is a whole tier of customers who order stuff, use it for their one-time need, and then return it. All for ultimately no cost to them, but all the rest of us pay for it.
Answer: you probably would, but Amazon engages in illegal, coercive price fixing to drive up the prices on those other sites by $50.