For the lower house, we've had many years of the balance of power in the hands of a small number of independents who get an outsized voice.
Yes, if you live in an non-swing electorate, that is strongly held by the incumbent, then you could argue that your vote doesn't matter, but only because there are more people voting for something else. Isn't that how things are meant to work?
Also the fact that (especially with a hung parliament which we've had for years) independents get an outsized voice is a bit of a two-edged sword. It's far more luck than anything else that determines who's in that vote-tipping seat and sometimes they demand all sorts of special-interest stuff in order to let things through.
Are you familiar with French politics? For all the crap Americans give them about surrendering in the world wars, the french have had the courage to sideline both their center right and center left parties and now the biggest parties are nationalist and socialist.
Pick a government you like and move there, instead of trying to change the government in the place you happen to be born in.
Voting with your feet also changes where you pay taxes. (Unless you are American, then you need to jump through some extra hoops to make sure your mother country doesn't get your money any more.)
You are not only jumping to a new government policy, but the whole package changes. Including culture etc. Yes.
Many people around the world are looking to migrate. If borders were more open, many more people would migrate. About why? You could go and ask some of them. (Or as an alternative, Googling for 'why do people migrate?' gives lots of results to studies etc.)