I disagree with this mindset.
In a purely hypothetical scenario say 10% of people vote for the third party candidate, and this candidate has policies which neither of the two main parties have, say more green policies. When the results come in and one of the main parties lose by 5%, they're going to start thinking about adopting a few more green policies to capture some of that third party vote for the next election.
Voting third party can absolutely change the policies of the main parties, it happened in the UK with UKIP - a party which had less than 10% of the vote and no chance of a majority, but it spooked the big parties enough that they promised a referendum on EU membership.
For me it's the ability to type. Someone starts watching and immediately every other character is a typo.