I am having trouble with: why should I invest in the stock market at all? (given what I said above)
Maybe you shouldn't. You don't have to talk yourself into anything. Use your money to start or buy or build a business, or use it to get your expenses so low you don't need much money coming in on a monthly basis. Get your income so low you aren't paying tax money to support things you don't believe in. Use community banks, etc.
The challenge, which I don't think is insurmountable, is that you so often are enriching others by the financial and lifestyle decisions you make. It's hard to say, "I'm not going to give my money to those bastards," because those bastards are everywhere!
Have you read Your Money Or Your Life? I remember the first edition of the book discussed this in some detail, as several of the people profiled felt similarly to you.