Let's be clear: it's entirely possible to leave the "herd". People can and do go completely off-grid and thus disengage from capitalism. The crucial point is that the vast majority of us choose not to. That choice is what makes your "slowest antelope" analogy so much more complex.
An antelope's greatest desire is to be in the herd, because while it may contain a lion, the world outside contains a thousand wolves.
We've built a herd—society—that is incredibly effective at holding those wolves at bay: famine, plague, and chaos. We willingly participate because it provides "shields" our ancestors could only dream of. The problem isn't the herd itself; it's the lion that we allow to stalk within it.
What I am suggesting isn't to abandon this safety and comfort brought by modern capitalism. It's to improve the herd—to enjoy its protections while finding ways to tame, cage, or evade the lion of exploitation. What we're discussing here aren't futile attempts to escape, but vital tactics for building a better, safer herd for everyone.