Support for people who aren't likely to win the general election at least shows what issues are important to voters, forcing them to give some concessions to those issues in order not to lose their base to third parties and independents. That's the real power of supporting people like Lessig and Sanders, even though they clearly won't win. Supporting someone you disagree with more just because they're likely to win is truly "throwing your vote away" - it's working against your own policy preferences to give more votes to someone who doesn't even need them.