Back in high school I had one of the standard required classes on Government, the majority of which I've since forgotten. But there was one bit which has stuck with me in the years since. The teacher drew a box on the board and put the label "government" inside it. He then drew a much larger box around it, which he labeled "economic system". This illustrated two things I think are fairly important - first, that the government is a small piece of the economic system overall, and second, that attempts by the government to interfere with the economic system would have a much bigger return effect on the government.
For an example, lets say the government bans the use of some inexpensive material in building houses due to health concerns, requiring companies to use some more expensive material instead. This has a direct economic impact on those construction companies, which, when you consider them all as one group, would add up to something significant. These companies in their efforts to make money could now do two things: use the new material, costing them x, or spend money lobbying to repeal the change, costing y. It seems almost inevitable that the money it takes to repeal the law will be cheaper - because the government (or, at least, the relevant portions) are effectively fighting against not one or two companies but an entire economic sector. This case naturally grows worse against sectors that are large/concentrated/powerful, such as finance and medical (which in my view would be the reason it is so difficult to have serious financial reform - even after a disastrous crash like 08).
But there's something more to be taken from this, I think - and that's that the economic system we have does not place value on health, or safety, or environment. Capitalism encourages a very "not my problem" attitude. Got a factory putting contaminants in a river? Not my problem. Worker loses his arm using dangerous machinery? Not my problem. An efficient and rational actor in a capitalist system doesn't worry about these things. This is where you get tragedy of the commons type effects, where someone (or people) seeking to maximize personal gain - as you should, under a capitalist system - damage or ruin something not just for themselves but for everyone.
In short, this idea that "Building a society is the responsibility of each individual who values it" runs directly contrary to the principles of capitalism, near as I can tell. I would be interested in hearing why/how this is not the case.