Well, the government can be changed by a vote, but a company can be changed by competition. If a business does not want to deal with jews, we can let the governement force them to, or we can let the public decide, and they most likely will go to their competition who will accept jews. So market can also correct behaviors that are harmful to us consumers, because we can speak as a group also with our currency. You cannot do such a thing with government as you will be locked up
The consequences then, are so much more severe when dealing with government.