I've long gone off shopping at the Co-op (the only local shop). It's not just the milk... They very rarely have anything local (and by that I mean Scottish - not the farmer down the road); in fact, I get more Scottish produce at Lidl's than the local Co-op. And they will insist on pestering their customers with loud "musac". I can't concentrate on shopping (or, indeed, do much else) if I have to listen to that kind of noise.
Managers there don't seem to know much about "managing" anyway - maybe they just don't have the power to do anything but take the most basic decisions (e.g. how loud they should play the music - I know they have to play it!). One example, although it's a few years old: I went to the local shop to buy organic milk, which I knew they stocked. However, they'd run out - again. They said they only had it delivered in small quantities twice a week, and it always simply flew off the shelves. I suggested they'd order more, then (after all, I've grown up in a shop, I know about the principles of supply and demand!). They looked at me as if I'd just landed from Mars; oh no, they couldn't do that... They did offer to keep some for me on a regular basis, but as I didn't actually live very close back then, that wasn't an option.
Anyway, I don't suppose complaining to the Co-op will change anything - but you are right, we should all do it. I actually hope that dairy farmers will make their threat come true and disrupt milk supply during the Olympics. Now that would have an impact.