However, you aren’t locked into PS’ store and things like GOG exist. I make a point to buy games on GOG, and so should anyone interested in OP’s boycott.
While this is true, releases on GOG are few and far between and all the other stores are just (bad) variations of the same thing. Online web stores are very very far from functioning like brick and mortar stores for physical releases used to.
We primarily have "competition" on pc in online stores because some publishers are big enough to build their own just so they don't have to pay Valve to be on Steam. So you are not technically locked to one store, but you are very much locked to whatever store publishers choose to push their game to.
So essentially you're locked to all of them unless you choose to just not play said game, which is essentially the same choice you have on the Playstation with just the PS store.