It's so simple, I'm surprised people still fall for the 'vote your conscience' trap.
"Sending a message" only works in the primaries. The way it works is if the Democratic primary gets 35% of the voters, and the Greens get 4%, the Socialist Workers get 2%, the Libertarians get 1/2%, and the Communists get 1/2%, then after the primary election, the Democratic nominee can look at the results and say: "Gee. 7% of my natural constituents hold very strong opinions on moral-liberal issues, and I will alter my message accordingly for the general election."