You can teach them properly about capitalism by making them follow the rules to the letter and following slightly relaxed rules for yourself, such as starting with extra cash and the ability to take out interest-free loans on you properties while still collecting rent, and reducing the costs for you to buy houses and hotels because you can leverage market forces in you favor.
New chance cards only you could get would include:
You busted a union, collect $100
Shorted stocks and left everyone else holding the bag, collect $25 from each player
Caught Insider trading, pay $1 or go to jail until your next turn
The original game that Monopoly is based on (The Landlord's Game) was a tool for teaching how bad landlords and owning land privately and permanently is. Monopoly is still a great tool to show how an early advantage leads to an ever-growing monopoly that will inevitably crush all the other players with no modifications necessary.
If you want to simulate Capitalism with the Monopoly game, you need to start with:
All the land is already owned and randomly developed.
Not everybody starts with the same conditions: you have 3 classes of player, "high" getting a large amount of money and a share of the land already occupied, the "medium" getting a small amount of money and no land, the "low" starting with no money and no land. You can randomize who gets which class.
That only one of those who starts as a "high" class player has any chance to win and the game is no fun for the rest is part of the lesson.
It's not the only way to play. The original version -- "The Landlord's Game" -- had an entire second "Prosperity" ruleset that Parker Brothers didn't want you to know about.
For every 10 full size snickers you collect, I give you one loose m&m.
I also put a couple of your siblings up for adoption right before Halloween to let you know you're expendable.
If it bothers you, you can always go talk to your mom, who empathises, so that you feel good enough to get back to collecting my our candy. But she will immediately come tell me everything you said.
You ungrateful worm... After all I've done for you?
You collected 36 pieces of candy.
Coincidentally due to forces beyond my control your rent this month is 35 pieces of candy. You understand I’ve got bills to pay too, right?
Well, lets see, I make my company about 3 orders of magnitude more money than they pay me every year, so I suppose if my kids gather 1000 pieces of candy, I'll give one back to them as payment.
And in a communist society, the candy belongs to everyone in the neighborhood, so they have to go around passing it out until it's equally distributed...
No, the buckets would be communally owned, and those who were luckier - perhaps they got to the good houses earlier - would be made to give some of their surplus to Jimmy, who fell ill just that morning and couldn't go trick-or-treating to not infect others. They'd still have enough, but Jimmy wouldn't be left out just because he was unlucky.
Teach them about statism and tell them you own the bucket and all the candy they gathered and all the candy all their friends gathered. Give them a welfare of a few pieces of candy you gathered. Then tell them to go gather more candy otherwise they're grounded.
It'd be more correct to say that they all own the totality of the candy gathered, because they share the bucket, and as such can democratically allocate the candy.
I like this, I felt like I learned your view better. Unfortunately I'm an individual not a collective. I own my own body and therefore I own the fruits of the labors I endure. I dont think this theoretical democratic "they" should have any say over my body or the products I generate with my efforts.