This is a complaint that can be made about pretty much any fiction, from a sci-fi epic where whole planets are incinerated just for a bad guy to show off his juice to a boomer-era litfic piece where the middle-aged male protagonist learns to love life again at the expense of the wife and kids he ghosted. And to me it cuts right to the core of what a 'story' is and why this line of inquiry is a dead end.
The human brain is barely equipped to handle the fact that there are ~8 billion real people in the world right now, who all putatively deserve the same level of humanity and consideration, and many of whom are in rather dire situations. I don't think Dunbar's Number is a hard upper limit or anything, but...okay, let's say I'm a heartless monster and you (general you, not OP) care about little kids in Bangladesh dying of preventable diseases in a way that I simply don't and never will. What does that cash out to? Do you have the money and expertise to heal all of them? Well, what about just one? Then how on earth do you pick? What happens to the rest of them?
And outside of moral considerations, the ability to cleanly and discretely chart cause and effect, action and outcome soon runs into similar problems of scale and complexity. "How did the 2008 financial crisis happen?" Well, do I start with Bush's banking policy? Reagan's? The Gramm-Leach-Bliley Act? The Baby Boomer era making everyone think a nice cheap house in a good suburban neighborhood is the natural order of things? The original American 'every man a smallholding farmer' dream 200 years before that?
My point is, psychologically dealing with the enormity of human existence, let alone human suffering, is something that will drive anyone crazy who thinks about it too much, thus most philosophies and religions will allow that not fixing it all yourself doesn't make you a bad person.
So, bluntly, why on earth would I expect one person's made-up story, an artificial construct grasping for the rings of both 'artistic merit' and 'commercial success' to be better at it?
If there's one thing that surprised me the most about rubbing elbows with some genuinely successful professional writers at conferences and such was the hardcore focus on structure. Plot, theme, character, are all whatever, but the viewpoint character has to make active choices and those choices have to have a visible effect and both the character and the world around them have to be changed in some way. It's why 'it doesn't feel like anything is happening here' can apply to even stories that on the surface seem bursting with Plot, and why so many amateurish protagonists are just People That Things Happen To. (Yes, a good enough writer can nibble at this with postmodernism and stuff, but there's a reason it doesn't usually break containment from academia.)
"Impossible" is a loaded word in conversations like this, so I'll just say it's hard enough to craft a handful of convincing POV characters for a book of normal length, and it takes an extraordinary amount of talent to even begin to capture the feeling that OP is talking about here, where every single character matters just as much as the protagonists. In 2004 there was a movie called Crash which followed 12 different characters whose lives only intersected in minor ways, and people hated it! "Everyone's connected and our actions have consequences? No fucking shit, dude, any other brilliant insights?" And people have more specific complaints about the script and characters sure (and ofc it beat Brokeback for best picture, can't forget that), but like, is there a director you think could have made it work? Get an audience to care equally about a dozen different people over the course of two hours, in a non-fart-sniffing way that would actually sell tickets?
Literature is a better shot, but odds are good a publisher won't take a chance on your 1,000-page multi-generation 20-different-povs opus unless you're David Mitchell or Steven Erikson already. Or you could be Wildbow and try and fully ensoul your fictional universe through sheer word count while even your biggest stans say things like "It gets good after the first 200,000 words". It's difficult, is what I'm saying.
So for me, in both writing and reading, I just kind of take it for granted that I'm entering an alternate universe where the fate of the world really does hinge on individual choices and personalities, where the protagonist is in fact more important and worthy and some people really are just background/filler/NPCs, and this does not conflict with any IRL egalitarian political beliefs because fiction is fiction and reality is reality and they are fundamentally different. And I think if you (again, general you) don't keep that divide reasonably strong, not only will you make the mistake of expecting a work of fiction to be a guide to real-world ethics, but the opposite happens: you start seeing actual people as compressible archetypes and NPCs, actual people as protagonists acting out a role. If all the energy people had for policing anti-egalitarianism in fiction was transferred to policing it IRL, both spheres would be better off.