That could be because time from ground to store is much less, so some of the techniques supermarkets need aren't required, like cold-storage at near zero.
Of course, getting a locally-grown banana in the UK in December might be ..... challenging.
In conjunction with using farm shops (generally a good idea, at least for taste) the other thing is to get used to season products, and concentrate on using what's in-season. It seems obvious to me, mainly 'cos in my youf we had no choice - fruit and veg came from the green-grocers (in paper bags, not plastic, I might add) and supermarkets didn't exist. For all the convenience, product range and often price-advantage of supermarkets, part of the price we pay is the implications of a storage/dustribution system that can see products taking several days, or a week, to get to store.
Also, of course, shop small and often, not weekly and keeping stuff in your own fridge for days.
If you really want taste, nothing beats coming from garden to pan, to plate, on-demand ..... providing the slugs, snails, hedgehogs, various hordes of birds, or bugs, disease and pestilence don't get to them before you do.