They're not voting for anyone practical. They're voting for career politicians who are in the pockets of big corporate donors. That's why nothing changes, they work for the donors, not the voters.
If you can't self fund, you have to sell your soul to donors who will put up the money. Not to mention getting access to the party apparatus who will fuck you over if they have a preferred candidate that's not you: Howard Dean and Bernie Sanders managed to go it alone only to get done over by their own party in the end.