Look at it the other way:
What good is it to get "your guy" elected, if all he does is damage? Think about it. Winning elections is great. But holding office is but a means to an end. If your 'end' is limited, constitutional government, even if "your guy" wins, you still have lost, every bit as much I have.
The problem, here, is getting elected. Outside of a true revolution, things will remain the same if the right people aren't sitting in office.
Just plain winning isn't the answer. Who wins is of utmost importance. Therefore, doesn't it make more sense to place the right candidates into a position where they have a better shot at winning versus one where you know they don't have a snowball's chance in hell? I think so.