You raise an interesting point. However, the world is the world and controlled by Satan. True socialism is a failure (Communist Russia) or survives only by dictatorship and repression (China, and especially North Korea).
Every financial system is a trade off. Socialism penalises the people who choose to work by taking their money and giving it to whoever it suits the government. Usually, it is to whatever group is going to help get the government reelected. The taxpayer has no say. So a Christian may be funding abortions and be powerless to do anything about it.
True capitalism pays people whatever it can get away with and rewards those who need money the least. It's the reverse of socialism but no less corrupt. Capitalism makes no apology for enriching the few at the expense of the many. Socialism is dishonest. As George Orwell pointed out in "Animal Farm" socialism calls all people equal. It's just that some are more equal than others.
Christians are not of the world, even though we have to live here for the time being. We can demonstrate the Kingdom of God by living above the world's ways. Lord Jesus said to pay tax, even though the Jews despised the Romans. Kingdom living is to give to those in need, especially the brethren and your own family. If we do things God's way, He will ensure that we are looked after also.
You know I agree with what you say. That we don't belong to the world. That's true. The kingdom of God is not the kingdom of this world. If this is true, then just like how we run for our work and run to pay our bills, I'm sure it would not hurt to be aware of how our society works. I think man is as much a political being as he is a social being. To be ignorant of the polices that are framed and not try to make a change is not the way to live life.
There had to be many Martin Luther Kings and Malcolm Xs and Fidel Castros who gave up their lives so that their people can be a little more free from the real oppressors who oppress in the name of freedom and also in God's name. Some of these men believed in God, some did not. But they all wanted the same thing. Better lives for people. They lived and died for it. It's because that such people were there and fought when it mattered that we see the world as we do today. That there is some good left instead of blaming the government the whole time and living selfish lives where we work, procreate, eat and sleep and be happy with the world as it is and not ask the difficult questions.
But as a follower of Christ, I want to go to heaven. I believe in Jesus. But it's not wrong to fight for freedom from oppression. Or freedom from unfavourable living conditions and change in existing government policies. Sometimes such changes come with a lot of sacrifice. With a lot of bloodshed. Sometimes those responsible for such bloodshed and genocide are religious and they are Christian as well.
Jesus said - "Give to Caesar what is Caesar's and give to God what is God's". It means that we give God what He wants. But we are also responsible for the lives we lead and the social changes that take place in our society and in our country. In fact, man cannot entirely separate himself from his society. He is a part of it.