And it's not winner take all. The second person gets some of the delegates to the national Democratic Convention, that chooses the party's nominee.

In the general election Republicans usually win in the southern states and it is winner take all for one candidate in the electoral college. So anyone in any state who votes for the candidate that came in second is not given any votes in the electoral college from their state.
It doesn't matter the total number of votes the candidate gets, just the number of states they win and get their electoral college delegates.
It is unfortunate that so many people have so little say in red and blue states, if they are for the other party.