We support Keyes because he's entertaining to listen to (and because the wife is Catholic). I expect little else different from a President.
After the president since Reagan, my expectations are low.
The biggest problem with those who "withhold" their vote in protest is that it doesn't send any sort of clear message. Was the vote withheld by a RINO because the nominee is too conservative, or by a hard conservative who thinks the nominee is too liberal?
Staying home sends no message other than that you stayed home. It doesn't tell anyone why you stayed home. So if your goal is to send a message, no message is being sent.