I think “throwing your vote away” is simply a shorthand version of saying “do you remember 2000” when the people choosing a third party candidate did in fact tip the scales to someone so awful for the country that those protest votes (i.e. we want someone better) never wound up amounting to anything. Like it or not, Naderism 2000 was overall bad for the country.
We’re scared that something like this is going to happen again. And barring some complete miracle the likes of which we have not seen in the U.S. in a century your choice/protest/wanting something different vote will simply be forgotten in the tumultuous awfulness to follow.
By all means choose; that is your right (at least if you aren’t living in a state without voter suppression laws). But don’t gripe later when the catastrophe hits. Might just be the last time you do get to chose.