We study strategic voting behaviour in winner-take-all elections by means of an original study in which participants vote to collectively decide how much money should be given to an environmental NGO. We find that supporters of the most NGO-friendly party are reluctant to abandon it, despite its poor electoral viability. The poor electoral viability generates significant anxiety among its supporters and the level of anxiety at the time of voting influences their choice. Moderate levels of anxiety increase the probability of defection, but at high levels, anxiety has a paralyzing effect, making voters less likely to abandon their preferred choice.