He funds Blue Origin to the tune of a billion USD a year, and he is scheduled to take the first commercial flight on BO's New Separd in July. I doubt he is bored. He also funds Bezos Earth Fund, if you're curious what else he is up to once he steps down from running Amazon.
I agree, if capitalism and the free market is to produce individuals who have fuck-you-money^2 then it would be great if they did interesting/innovative things that the market as a collective may pass on as being too risky and/or researchers can't get the funding for bc there's not enough money or the grant seems too risky.
If Bezos is paying for it, then by definition the market is investing in it. Unless you think Bezos's money exists somehow outside of the market.
When I invest in an ice cream cone, that ice cream is about to be destroyed and my investment will soon be down the toilet, but I was certainly participating in the market. If Bezos's reactor blows up, it will be little bits of the free market raining down. And if it powers the world with endless green energy, there will be little green energy free market electrons pumped across the world.