I experience the same thing with charitable giving. While I think I give a reasonable-ish amount out of pocket compared to most people, I absolutely don't give enough to match my ideals - fundamentally, the money is there, in my pocket, and it's hard to part with. On the other hand, at the ballot box, I always vote for parties that tend more redistributive (and since I earn decently, likely to raise my taxes). It's a much easier decision to make when there's that degree of separation.
Shouldn't you vote for the party that's best for the less-well off, and not the one that most redistributive? (OK, if you are eg in the US, there's not that much choice in the first place.)
I live in the UK, which like the US has serious problems with income gaps and class mobility. When I say redistributive, I should clarify that I don't just mean 'here poor person, have some money', but more that I would aim towards a more Scandinavian-style economy, where more money/effort is spent on social programs.