I would rather a larger portion of the value I create go to social programs than to shareholders. If I am going to be an exploitable asset, I would prefer to be exploited for reasons that do some good in the world.
You are a shareholder. You are a tax paying citizen of a organization nominally called a 'state' or a 'country'. You invest into this organization by your labor. You benefit by the services it provides.
Should you prefer, you may go and invest elsewhere, assuming the other collective would have you. If non of this suits you, you can move to a truly free place, like Somalia, and build your own medical, justice and defense systems, where you can compete with the other warlords that have done the same.
"If you don't like it, leave" has been used as a reply to accusations of rights violations since time immemorial.
Perhaps the black Americans sick of Police brutality should leave for Africa? Jews targeted by anti-semitism could always leave for Israel. I don't know what they stick around and complain for. /s
Leaving that part of your argument aside: the rest is a false dichotomy. You present two examples of rights violating societies - mixed-market socialism, and barbarism (feuding warlords) - while ignoring a solution that respects human rights: