They absolutely should, but also, "I'm not a raging, shortsighted, diplomatically inept and administratively incompetent asset for whoever manages to stroke my narcissist ego best" should be enough of an argument to... well, vote against "the other guy" at the federal level where that influence can do a lot of damage. The status quo sucks, but the regressive alternative is worse.
Work to transform their politics where there is less on the line: push for progressive candidates in primaries, local politics, rally resistance against neo-liberal* bullshit that uses social progress as a fig leaf while bowing to corporate donors.
* By this, I mean the branch of liberal thought that treats companies as people and economic regulations as curtailing their liberties, with the result we're all aware of.