(At least in Canada)
It's more than a nice thing to do.
If you fail to vote, everything that is done politically is YOUR FAULT.
Apart from that it is a quagmire of responsibility. Is one responsible for the policies of the party for whom one votes? I used to say 'unless you tried your utmost to influence those policies,' and I acted accordingly taking that principle ever-farther. Now I am tired, maybe. So I must live with the policies of the party I choose. It is still my responsibility. I could have done more (a lot more.) But, at least in my riding, my candidate and long incumbent is Libbie Davies (may it so remain) and one may go to her and express concerns and be taken seriously. That is not the best one may do, but it is something. You know for whom I am voting.