Canada

Good message.

In Alberta, we had one riding in the last election 8 votes apart. ~180 different votes in a handful of ridings would have changed the Premier.

Even if you're in a deeply red or blue riding, protesting your incumbent in safe areas is powerful messaging; if they can rest in the right colored jersey, that's all they'll do. When a 1:5 riding suddenly goes 2:3 or 1:2, they start at least trying to demonstrate what they're doing for you (sometimes theatrics, but it's a start).

All that said, it's still your vote - given the difference in how voters turn out, and abdication of your vote is generally a blue vote anyways, and that's a choice too.