What if you are trying to go to jazz bars but they inexplicably play an extremely loud high pitched tone over the jazz music?
I would go to jazz bars that didn't do that. Still wouldn't burn them down.
No need to burn it down. Just buy a bunch of gift cards for the bar and hand them out to people recently released from jail for drunk & disorderly conduct. If the bar is trying to optimize for maximum traffic at the expense of all other quality metrics, surely they won't mind.
This analogy is getting stretched a bit thin, but: you leave.
I'm inclined to agree that committing felonies to avoid patronizing or supporting businesses is a little extreme.
Why, are you paying for said jazz bar in your taxes ala the BBC news site?
My taxes fund the DEA and I don't like them, but that doesn't mean the way to oppose them is to firebomb their offices.