but you control 100% of the demand that you are responsible for

You're talking about Exxon, but I'll start with an easier counter example of electricity (for obvious reasons). I have little to no control over the energy sources that respond to my electric demand. My refrigerator will definitely kick on here in a bit. That isn't usage I can eliminate by biking or walking. When it does, fossil fuel plants will increase output and add to carbon emissions because all the zero emissions generation is already at max output. Having government support for zero emission, dispatchable energy sources can change that, but I as a user cannot. I can't vote with my money because I need my food to stay cold.

For transportation, I think there are similarities. I need to drive places. Food is again an obvious one, and work is another. Is it possible for me to live near work and groceries so I could walk or bike most of the year? Maybe. Is it practical? Not really. Is it possible for everyone to do? Probably not. So I think it again falls to governments to support things like public transportation and electric car infrastructure.

Further, we're talking about this and aware our actions and usages have impacts. But most people don't. How do we get them to do better? I argue it's again government to educate and provide means to have them change without even knowing (such as cleaner electricity, cleaner supply chain, and EVs as convenient as gas).

ExxonMobil doesn't profit by releasing carbon dioxide, they profit by selling you gas.

I can't agree with this more. But I look at it kind of like using drugs. Arresting drug users has little effect on stopping drug use. Acting to push out suppliers while also providing individuals with means to not get sucked into drug use (e.g. social programs) sees better results. We're the drug users, and even if some of us get clean too many others won't.