Under other democracy voting systems, it would be an illusion.

I'm not saying people can't vote third party. They can. But they should not delude themselves into thinking they can win. They will only succeed in weakening the candidate of the two major parties which is closest to them, and help the candidate they dislike the most win. Ignoring that reality is "the delusion of democracy," if I can coin a phrase. If you want to vote 3rd party, do so. But don't delude yourself. You are doing it to feel good about your vote, not to cause the changes you want.