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Stuart_Armstrong comments on Any existential risk angles to the US presidential election? - Less Wrong
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Of course you should! But you should be rational about it. Try to do things that give you more than a nanoslice of power.
There's no Omega, so why not take the nanoslice of power that's readily available, in addition to whatever you can get by trying for more? It appears to me that doing both maximizes the expected payoff in all probable contexts.
Opportunity costs, in short. If you're giving up more resource-equivalent time on that nanoslice of power than you expect it to return in dividends, it's not worth your effort -- and depending on how you do the counting, a lot of prominent examples return so little that it doesn't take much time outlay for this to be the case.
In the specific case of voting, though, there are signaling effects to consider that might overwhelm its conventional dividends. Jurisdictions like Australia where voting is mandatory also change the incentive landscape.