Because that's what we were given to choose from.

Insert long, tired diatribe about FPTP voting and the US two party system here.

TL;DR: Third party votes were effectively a vote for Trump. And while I actually did not truly shame anyone for their vote (I hope) this was always true, and I do think folks shouldn't pretend it wasn't true. If you are going to make a principled vote in the name of sending a message, I think it's only reasonable to be honest about the effects of that decision.

Because the system is specifically designed to prevent that from happening.

If they aren't on the ballot nationally, its too late.

Because our elections system is fundamentally broken in such a way that creating or promoting something other than the existing two makes the side you like least more likely to win. As such, unless you can get literally the entire base of one of the major parties to switch to you in the span of a single election cycle, "asking for something more than the lesser of two evils" has mostly the same practical consequences as "asking for the greater evil".

This largely breaks the premise of democracy, of course, because the two main parties don't have to follow "the will of the people", they just have to look slightly better in the eyes of their base than the other party. The way to fix it would be to greatly reform our election system, but that's difficult to do (admittedly not entirely for bad reasons, it probably would not be ideal for authoritarians to make changes to that for example), and made worse by the fact that both parties benefit from the current system vs one where even more competition can exist.

That latter point means that what it would really take, is first usurping control of one of the existing parties from those that currently run it, and then getting those newcomers into enough power at a national level to get election reform done. That's not a terribly likely path to work out, I'm afraid, but it's probably all we've got short of an actual violent revolution (which have a high risk of failing or getting co-opted by authoritarians, and in any event are a lot harder to start than some people on the internet seem to think they are). This is probably why the establishment democrats hate this guy so much, despite him only running for mayor (of a large city admittedly, but still, not exactly president or anything). Popular candidates from outside their established group are exactly the kind of thing that you would need to start this process, and if successful that group would lose much of their power.

There are 3 years and 11 months many of us spend fighting for that. Then there’s one month where keeping the literal modern nazis out of power requires some unsavory choices.

Because the Americans have an archaic form of democracy that was designed to keep the demos (people) away from the kratos (power) and they also have founding daddy issues keeping them from evolving their archaic system.