"Democracy!!" but I want to tell people not to throw away their vote.

Of course. There's no inconsistency there. Democracy means that voters get to vote however they choose. That doesn't mean that every choice is a smart choice. Or one that will lead to what the voter says they want. Democracy means you get to vote as you choose....which means that you have the ability to make self-defeating choices. And folks who support a particular set of policies have the ability to try to persuade people that voting a certain way will be self-defeating.

One of the core features of elections is a campaign - people trying to persuade other people to cast their ballots for one candidate or another. It's a potent - and legitimate - argument in favor of a preferred majority-party candidate to point out that the majority-party candidate might actually win, while the third-party candidate will not. Especially since the majority-party candidate for whom the support is being elicited is almost always closer (politically) to the third-party than the other majority-party candidate.

If Liz Cheney, Tom Ridge, John Kasich or anyone else goes 3rd party, and hurts Trump in 2024- - - it's trump's fault for not earning those votes.

And those voters' faults if they end up electing Biden if they would have preferred Trump to Biden. Voting is a right - but like most rights, exercising that right has an effect on the world. When you vote, you influence the outcome of the election (even if only in a very tiny way). If you wanted a Republican to win but voted for Cheney (or Ridge or Kasich), it's not just Trump's fault for not being a good-enough candidate for you. It's also your fault for not properly assessing the inability of those alternatives to actually win.