Utterly false. If the expectation is the actual election of a third party candiate, then sure that is unrealistic given how the two party system actively supresses third party participation. But voting third party contributes to long term objectives of increasing ballot access, funding, visibility, media attention, and decreasing the two-party share of the vote which thereby decreases the legitimacy of two-party outcomes. These in turn can then pressure other politicians across all branches of government to ensact more inclusive electoral reform.