For one, the more people that buy products that are more environmentally-friendly, the more the market will shift towards offering environmentally-friendly options. If consumers were beating down car dealership doors to buy every EV they could, car manufacturers would shift heavily towards EVs. If everyone buying a house were looping in a solar panel installation into their loan, we'd probably see more competition and faster price drops in solar panels. The more people that buy meat alternatives, the more money gets invested in developing meat alternatives.
Secondly, each individual action has the potential to influence someone else. If you see your neighborhood switching to EV's, you may be more likely to buy one. Or if a friend had a great experience with reducing their energy costs by upgrading their windows, you might be more likely to get it done yourself.
Put the first two factors together, and then it is much, much easier to build political support for the legislation needed to enact big climate change initiatives. If more people take personal ownership of climate change, that helps those people drive political will towards addressing climate change. Politicians absolutely will respond to public pressure, but if the public is largely indifferent on the issue, it makes it less likely politicians will spend political capital on climate change initiatives.