Duverger's law holds that in political systems with only one winner (as in the U.S.), two main parties tend to emerge with minor parties typically splitting votes away from the most similar major party.
In short, a vote for a third party is exactly like throwing that vote away, and raising support for a third party is exactly like telling people not to vote at all.
Who the fuck do you think is bankrolling all these Third Party jackasses? The conservative think tanks out there love third parties, because that's the fastest and easiest way to split the left and drag the Overton window further to the right.
Sometimes the third party candidate is a willing participant in this bullshit, knowing that they're actively harming their supporters, but not caring because they get money and attention.