Although the capitalist system is largely based on the actions of individuals, be it consumers or entrepreneurs, it imposes, somewhat paradoxically, a degree of conformity on society. In such a society, there is less and less room for true individuals.
One such social misfit is Jerry in The Zoo Story. By any measure, he does not conform to the values of capitalist society. Neither a consumer nor an entrepreneur, he doesn't really belong. Instead, he chooses to do his own thing, living a life that most people wouldn't dream of leading in a million years.
At the same time, Jerry desperately wants to make contact with other people—even with animals such as his landlady's dog. But the structure of capitalist society is such that he finds it incredibly difficult to do so. Society, in the form of Peter, has rejected him, labeled him as one of life's oddballs. As a consequence, Jerry's sincere desire to establish connections with others comes across as creepy and rather sinister.
Even when Jerry tries to copy the kind of covetous behavior encouraged by the capitalist system—by fighting Peter over the bench he occupies—he still cannot take his place in society. His death is highly symbolic in this regard, a sign that capitalist society will not accept someone already labeled as a weirdo, even if they make an effort to conform to its acquisitive values.