Even strict dictatorships have elections to gauge how much support they have. They're limited in how far they can go before spawning a revolution. Just because votes aren't capable of inacting actual change against the ruling class's interests doesn't mean it isn't useful. By voting for a third party you're showing solidarity with the movement and demonstrating how the current system is a sham. By voting for the system you only legitimise it and give the rulers the excuse to say they're acting legally and with the will of the people.