Is a German citizen who voted for the Nazis in the 1930's morally blameworthy? Why should he be? His vote was not pivotal in giving power to Hitler. If his vote was still a small force for evil, then abstaining for voting would also have been a force for evil, albeit a smaller one, because a vote for no-one is a vote which could have been placed on someone relatively "good" but was wasted. (All of this blog post assumes that power does not incentivize swayholders to pursue very particular actions, so that different people would actually act differently if given power.)
If voting decisions are morally important, then so are very many other decisions as well. In life one faces a vast array of ethical problems but time permits satisfactory handling of vanishingly few of them (how should I raise my kid, how well should I take care of my parents, should I tell my friend's wife if he has been unfaithful, to name just some of the bigger ones). I recently wrote about these problems on this blog. The fact that several ethical problems deserve much more of an individual's time than does voting need not lead to immoral political decision-making if all but a few voters randomize, with the remaining few voting in accordance with sound moral theory (whatever that is), for then moral soundness wins in expectation. Alas, this is a pipe dream.
The - absolutely correct - view that only individuals make decisions leads to biases in the infinitesimal moral thought devoted to political decision-making. Akin to Frédéric Bastiat's famous distinction between the seen and the unseen, the vast majority of people who - rightly - devote extremely little moral thought to political decisions are apt to think mostly about what is obvious and little about what is hidden below the surface. Thus, they swallow ethically challenged nonsense such as the proposition that it is better to pour money on war-torn countries than admit more refugees because the refugees really want to stay where they are, or bans on trade in internal organs on the basis that, were it allowed, poor people might sell them, as if being given an option one needn't use is so horrible.
Once part of a large-scale apparatus for collective decision-making, there is nothing one can do to avoid doing harm inside this apparatus, except to neglect far more important ethical problems deserving of much more attention, because for them what one does will be pivotal. Alas, what is morally blameworthy is the system itself. A market for states would erase these moral shortcomings, so that one joins a state like one joins a club, pays fees ("taxes") and enjoys the benefits and switches to another state-club if one does not like one's present one.
What moral shortcomings might such a system produce?