Loads of people who vote Democrat are well aware that capitalism is fucked and has only ever worked for the rich. Voting for a Democrat does not imply agreeing with every party decision.
The question is whether you agree with harm reduction, accelerationism, or nihilism.
From a harm reduction standpoint, it makes sense to elect the imperfect candidate who will at least try to make things a little better. This is the same thinking that makes things like needle exchanges a good idea. Yes, maybe it would be better if no one were addicted to heroin, but given that some people are it's probably be better to reduce the likelihood that they become a vector for blood-borne illnesses.
From an accelerationist standpoint, it makes sense to elect the worst possible candidate in the hopes that it's jarring enough to get people to change the system. This approach of making things better by making things worse reflects the conservative tendency toward punishment as a solution. If addiction is punished and demonized, people will have a strong incentive to avoid addiction.
From a nihilistic standpoint, it makes sense to refuse to vote for anyone you don't fully agree with. Participation in the political arena can be disregarded. This approach reflects the perspective that consequences don't mean anything, so we might as well all share the same needle because it's easier.
Personally, I find harm reduction to be the most beneficial option.