There are reasons to stay in a party that are not always easily evident. I live in a city that is 80% Democrats. Republicans don't even have Primaries. I have never missed voting except once in over 30 years - primaries and general elections.
In primaries, I would vote for the more conservative of the Dems. In generals, I would vote for the GOP. Not much different than what POTUS probably did in NYC.
You can't always change the system, so you learn to work within what is there. (Sometimes there were Dems who were fiscally conservative and received my vote, but I can count them on one hand over the years.)