People who "throw away" their vote on third parties are making statements.

Individual votes don't really matter on the national level. But they matter on a local level. In the last off year election, statists in Utah put up $900M in school bonds. They do this on off year elections because most people stay home. People wanting to expand the state flocked to the polls. Everyone who stayed home essentially voted for a massive increase in their property tax to pay for the bond. Some of the bonds passed by just a few hundred votes.