So?

By expressing your ultimate ends and then, through economics and other sciences, proving that the existence of “the state” is means to not achieving those ends.

A combination of my ultimate ends and my proof of what means are causally linked to them.

The conclusion relies on “a mere matter of preference”, yes.

It matters to me. It also matters to those people who share them with me.

Why should I want a claim over “any sense of universal justice”?

It does indeed; but whether that is true or not depends not on just on how uncomfortable it feels.

In metaphor, such is society. See this post, this post, including my quotations, and this post.

And the major flaw of the market is that it is not in a state of “perfect competition”. What I mean is that, whether or not reality conforms to a model, like what you are saying, the “perfect competition” model, or whatever, is not relevant to whether or not it is true, at least not directly. What I am saying might be uncomfortable to hold; but that does not impair its validity and soundness. If you want to try to disprove that it make sense, do it; but just appealing to your model of what you would like the situation to be and then blaming reality for not conforming to it is not helpful.