If only I lived in a swing state. Then my vote could have meaning
You presumably live in a state where you are firmly in the minority party? Otherwise you very definitely don't wish you were in a swing state.
To put it simply, swing states are just the biggest states that are purple enough that you can't safely predict what will happen. States like Texas or California going purple would immediately make them the most important swing state by far.
The GOP is terrified Texas might become a swing state. If through some strange alchemy California were to become a swing state it would be an existential threat to the Democrats.