No, it counts, it's just those states have recently been competitive. But being competitive or not is just the aggregate effect of individual votes; and which states are competitive or dominated by one party or the other changes over time, sometimes quite rapidly. (Some of us can remember when, in Presidential elections, California was viewed as a Republican presidential lock.)

That's only true of the presidential election. Senators in states other than those can often go either way, and in the House it's pretty much district-by-district whether your vote matters.

Maine and Nebraska use a proportional vote so it matters there in some districts. Also Arizona, New Mexico, Missouri, and Georgia are usually battleground states.

Maine and Nebraska assign the votes corresponding to House seats to winners in each Congressional District, they do not use a proportional system.