First: This is a common tactic nowadays, attempting to deflect blame from the corporate behemoths who have drastically outsized control over our world by appealing to a sense of "individual responsibility". It is, unfortunately, a pretty easy sell in America, steeped as it is in Protestant ideals of exactly that.

Now, the reason it's a problem—and the answer to your question—is that oil companies, among others (and more generally, the mega-wealthy and mega-corporations) have a massive amount of power in our world today. To pick a single example, Exxon-Mobil could, by making just a few carefully calculated decisions, reduce the total carbon footprint of our society by an appreciable fraction. The reason they don't is because, in the short term, that would mean giving up some degree of profit, in a system designed to encourage and reward maximizing profit at all costs, and in the long term, unless companies like them are able to completely replace their fossil-fuel operations with some other source of income, they will have to be closed down entirely (or almost entirely) in order to avoid a genuine climate catastrophe.

But their power doesn't stop there. They have enough money to spend that they run massive advertising campaigns promoting bullshit things like "clean coal". They spend absurd amounts every year on lobbying, and on top of that, even if they stopped spending on lobbying tomorrow, they have enough politicians in their pockets in one way or another that they would still be able to effectively dictate their policy positions for years to come, regardless of the desires of their constituents.

Again: that's all looking at one oil company, which, to a certain extent, acts as a single unit as far as decision-making goes—and though there are multiple actual human beings making those decisions, it's still only a small handful compared to the number of people their decisions affect.

Let's contrast that with individuals.

Any one individual can't make enough of a difference to the big oil companies by any of their actions to get them to change, nor can their decisions have remotely the same kind of impact on our overall carbon footprint.

Furthermore, given the state of our society and economy today, for most people to be able to stop supporting fossil fuel companies entirely would mean effectively destroying their livelihoods.

There are three big ways that most Americans today rely on fossil fuels (there are others, of course, but we'll look at these for simplicity's sake): Their car, their heat, and their power.

Electric cars are still significantly more expensive than ICE cars, and even if every car owner in America were able to afford to replace theirs with a pure electric, there simply aren't enough such cars available to make that replacement overnight.

Some houses are already fully heated purely electrically, and "geothermal"/heat pump systems are becoming much more affordable and widely available, but the cost of switching over is still fairly steep...and at least for now, "regular" electric heat costs significantly more in most areas than heating the same house the same amount with oil or gas.

There are places in America where green power is more readily available than others—I'm fortunate enough to live in one; most of my power comes from hydroelectric sources, though there's still some fossil fuel in there. Most don't have that option, and don't have any obvious means of causing such options to become available.

Most importantly, what all of this is sort of glossing over is that even if they had the options technically available to them, for most people, it would be deeply personally irresponsible of them to make the expenditures necessary to minimize their personal carbon footprints, because they would then be in vastly worse financial state (again, if they had the means to do so in the first place, which a huge percentage do not.) So what you are saying is effectively, "Why should we be demanding that the oil companies change their ways, leaving their executives with only a few hundred million in the bank to last them the rest of their lives? We should be demanding that the average American bankrupt themselves to achieve a much lower total reduction in carbon output, instead!"

TL;DR: Consumers support the fossil fuel industry because there's effectively no choice. Oil executives have a very real choice in how they continue to devastate our ecosystem.