How far capitalists and the state are willing to go is as far as they think they can get away with.
I don't agree with this, but going along with it for the sake of the argument: By letting the greater evil get into power, you are showing them that they can get away with way more than if it were the lesser.
So let's say you didn't vote for the lesser evil and the greater evil has narrowly won. The greater evil takes away your right to vote and puts you into a prison camp. What have you gained, a sense of moral superiority? Was that worth it?