I just feel comfortable being "in public." Shopping in a big chain is like hanging out in the park with friends. It's anonymous, everything is nicely arranged and well marked, etc. Shopping at an independent is like traipsing into your neighbor's backyard to throw a BBQ. Sure they've got some nice lawn furniture, but it's cramped, the neighbors are watching from the window, you're not sure if you're allowed to use their stuff, etc.

...Sorry, I really enjoy making up bad analogies. Point is, shopping at an independent is like invading someone's home (which is what many independent businesses literally are, in some case). They each have their own set of rules and customs, you have to nicely socialize with the proprietor whether you want to or not, you feel guilty if you don't buy something, and so on. It's just really not my cup of tea. I don't mind making a specific trip to "explore" some interesting shops from time to time (perhaps as a tourist activity, or whatever), but I don't want to go through all that for my everyday purchases.