I believe the idea is that you can have multiple companies for a given purpose and switch between them (or form your own) depending on what you think works best for you and your community. You cannot have multiple governments - if the one elected on an piece of land you happen to live on does not act in your interests, you're pretty much SOL at least until the next election cycle (if it's a democracy) or the next coup (if it's not).
The obligatory caveat is that - of course - this does not work in practice. At the very least, it requires a perfect free and fair market which means it needs us all to be well-informed rational actors. And there are probably more requirements than just this.