The thing about modern industrial techno-consumer civilization is that it doesn't actually rely on a myth, so much as it simply relies on peoples' individual, day-to-day needs, hopes, and fears. You don't actually need to worship capitalism in order to fully participate in it and perpetuate it. All you need is the desire to secure a future for yourself, and to lack the knowledge or tenacity or desire to go off and start your own community in the woods.

That's what makes it so hard to improve or get out of. The first step in getting out of it is recognizing that it's not just a myth that's perpetuating it - it's normal, mostly rational people, just trying to meet their basic, day-to-day needs.