I avoid the grocery stores that have ‘loyalty programs’

I have that option but it leads to other problems. The grocers who are so small that they have no loyalty program have a different problem: they have limited choice of brands for their small spaces and they tend to choose poorly. E.g. a small store close to me only has Kellogg’s-branded cereal, which I boycott. Their soaps are all Unilever or Proctor & Gamble. They choose the most popular brands for a lot of stuff. So to practice my boycotts against (probably hundreds of) brands requires a store big enough to carry generic nonames.