I think the world is more complex than any individual person can possibly comprehend, but that doesn't make us incapable of moral judgement or unable to imagine radical alternatives to the status quo. Yes, things are the way they are now for a reason, but rarely a good reason. I see the appeal to complexity as a cognitive trap serving as a thought-terminating cliché, and it's the trap that a lot of social democrats have fallen into. It is easier to stick to what you know than to speculate about a world you've never experienced, but I promise you the latter is more fulfilling and a great antidote to cynicism.
I won't speak for you, but when I was a social democrat I was pretty miserable and cynical. I recommend the book Capitalist Realism by Mark Fisher, as it is what snapped me out of being a social democrat, personally. That sent me into the world of radical politics and I found footing by reading David Graeber (The History Of Everything, Bullshit Jobs, etc.) which helped me put my thoughts into perspective and realize my beliefs had already been fairly anarchist for a while. I'm not an anti-realist like a lot of anarchists are, my worldview is still grounded in materialism, but I have become a bit more agnostic in that regard over time.