I have the same rule for cold-callers. If a vendor cold-calls me, I take a note of their business name, politely explain that I am ideologically opposed to this marketing method, and that I will never use their services because of their use of that method.
I've been doing this since the mid-90's. I like to be the change I want to see in the world :)
First, feedback like yours is rare and it doesn't give opportunity for follow-up, so there is no incentive to change.
Second, this comes off as tire-kicking to the company, just like the classic "I'd totally buy your product if you had Feature A/B/C" excuse to avoid having to say "not interested." If a business cold-calls heavily, and they receive this feedback often enough, the worst that will happen is that they work on developing a response to it, just like to any other objection.
Third, vendors know that you will consider them if they are the best option. They have been told no for more substantial reasons before and still gotten the account.
Because if vendors knew that the act of cold-calling or spamming would immediately exclude them, then they wouldn't do it.
I get your point that with just me doing it, this is ineffective because the vendors don't get enough feedback as to why they didn't get my business.
But I have no power to change other people's behaviour. I can only change my own and hope others see the world as I do.
Occasionally I'll find something useful. And sure I could have found it on my own if I was searching for that specific problem but occasionally something new comes across that piques my curiosity. Even then I end up looking at competing products (love relying on Google's autocomplete to do "product vs" and seeing what shows up).
The spam game is getting better and better too - I wonder what they're going to look like in a few years with some help from ML. At that point they will look personal.