The fundamental difference between the relationship between individuals and businesses and individuals and government is that one is voluntary, the other is not. Businesses need customers to survive, it is a very powerful motivator to providing good products and customer service if people are free to do business with someone else instead. Rapid changes in consumer habits, usually due to new options becoming available, have doomed many incumbents. Government agencies don't need you, you need them through force of the law.

Even if you are an employee, it's a voluntary relationship. If you feel you're not being treated fairly, you can try to complain, your leverage being that you are free to leave. The exception to this is monopoly situations which is why maintaining competitive environments is so important. We still haven't quite figured out the best way to do this. Regulations, in the broad sense, can help or hurt competition.

It's a romantic idea that we can change government through democracy but these agencies are quite removed from the democratic process. We elect representatives but they can't do anything unilaterally. Their priorities will not align with each individual's priorities at any given time. Even if it does align with your specific needs they need to build some kind of consensus with other representatives about what to change. It's a slow and imperfect process.