When you don't vote, how can anyone reflect on why they did not get your vote? At the very least write in a name like "Sanders" so the caucus can say, "well, it seems we didn't get this vote because we were not progressive enough."
Obviously, it doesn't mean the parties will change but maybe they will think "We almost had this state. If we change slightly maybe we can grab 25% of these independents in the next Senate race."