You can not vote for MEPs / parties / ideologies not present in your country.
Let's say I think breaking encryption is a bad thing and I would like to support and vote for someone or something that represent my opinion. Even if there are MEPs and parties in the EP that support what I want, there is no such entity in my country so I can vote for someone else who is against my opinions, or just not vote (and help the biggest party).
I can do anything, my opinion would not matter and my vote is useless for me. That's an inherent issue with the parties / integer number of elected officials, but it is much more serve in a "two level system" like the EP elections.