You're still making a distinction where there isn't one. The capitalist system has enough layers, buffers, and complexities that trying to quantitatively study the impact of any one transaction becomes impossible after a few steps, but that doesn't mean its impact is zero. Individual choices need to build up to a certain point to have enough impact on a layer to be measured statistically if you're looking to write a paper about it, but there is no actual threshold that prevents small changes from being passed down the production chain. The layers of the economy are not static objects held in place by friction unless shoved by a big enough force. They are an ongoing response that aggregates all of the interactions that feed in to them. They often don't respond efficiently, effectively, or ethically like the propaganda says they should, but they are responsive. The global economy is made up of all the individual transactions, it's not a separate entity that is insulated from all but the biggest market trends.
The chain connecting consumers to child exploitation involves many individual decisions that are generally too big to be affected by one chocolate bar purchase. Hersey's decision of how many tons of ingredients to buy from their suppliers will be rounded to some whole number, so the amount they buy next year is unlikely to be changed by a slight difference in sales numbers this year. But there necessarily has to be some tipping point where any more loss of sales will cause them to cut their order. Although rare, a small number of specific purchases will have a hugely exaggerated effect. For this purpose, the vast scale of the global economy compared to an individual provides a very high number of avenues where a small change can potentially have a unexpectedly large outcome. The bigger the market, the more avenues, and the more transparent the layers are to propagating the impact of the transaction.
Buying one chocolate bar statistically has a direct impact on the extent of child labor in the world. There's no way to know which specific chocolate bars may trigger small tipping points in companies along the line choosing to adjust their production up or down slightly, but every single chocolate bar purchase plays a role in maintaining the child labor used by the industry.
None of this means that buying chocolate is morally equivalent to owning child slaves. The impact of buying a chocolate bar on child labor is incredibly small, and almost any political activism a person does would be far more meaningful, but there is no material basis to say that the end products are disconnected from the workers who made them. The only reason to double down on claiming that is out of moral discomfort.