Two points:
1) The general (non-Marxist) idea is not that 'the market price is unfair, so we should set different prices ourselves', but rather that the market isn't magic, and does not appear ex nihilo, but is impacted by many things. Some of those things (such as law about hiring, firing, welfare, safety, and so on) can materially affect the negotiation in a way that is patently not fair. For example, if unions had the kinds of powers some ascribe to them (ability to set wages however high they wanted with all staff being unfirable no matter what they did, with employers being powerless slaves) that would be obviously unfair. The power dynamic in many countries (including the US) is roughly that slanted at the moment, but in favour of employers rather than employees - in the US, for example, this is the effect of things like no cause firing, binding arbitration agreements, 'temp' positions and 'internships' being allowed to be offered in place of actual jobs, no real socialised healthcare, limited unemployment insurance in most states, low minimum wages, no 'union shops' in most states, anti union laws, limited occupational health and safetly laws in many states, and so on. So, to make things 'fair', these things have to be fixed - then the market will be 'fair'.
2) The general (Marxist) idea is not that 'the market price is unfair, so we should set different prices ourselves', but rather that capitalist-worker relationships are always unfair and exploitative due to the worker always having to sell their labour for wages, rather than capital, where the capitalist simply gains more money through the actions of capital - neatly setting up a coercive power structure. The (tl;dr version of the) Marxist response is not that this means that we have to set 'better' or 'fairer' levels for wages, but that we have to destroy capitalism and abolish wage slavery.