It's true that both prices and policies are unlikely to be changed by individual efforts if everyone has perfect information and is perfectly rational. We don't live in that world, though. Both prices and policies are often far out of equilibrium. This quote is witty, but at the cost of being entirely wrong.
The quote - as in the context of the source - hasn't much to do with perfect rationality or perfect market considerations. Supply and demand of policies undeniably influence policymaking regardless of the actors' rationality, in a political environment like the US. Patri Friedman's point was that if you support a policy that cuts against the grain of mainstream (libertarianism in his case) it is ineffective to engage in the usual lobbying behavior.
In a nutshell, it's not that policies are already perfect, but that policies are already set by people other than you.
It looks like, this month, I get to be the one to start the quotes thread.