because, our votes decide if the president gets our state's electoral votes. back in bush's second term, he won the electoral collage, but not the popular vote. the number of electoral votes a state has depends on how many representatives there are. Maryland has 8. California has somewhere near 100.
We elect our president indirectly through the electoral college because the founding fathers did not entirely trust voters to make reasonable choices. Their fear was that the uneducated masses could be manipulated into supporting an unsuitable president so the electoral college was created so will of the people could be subverted in extreme cases.
The electoral college is inherently an anti-democratic (as in democracy rather than the Democratic party) institution. Since most states are "winner takes all" and put all of their votes to whoever carries their state only voters in swing states have any chance of affecting the outcome. Voters in heavily Republican or Democratic states might as well stay home since their vote will make no difference and presidential candidates don't even bother campaigning there much since it would be a waste of time and money.
The electoral college increases the impact of each state on the national election so most states have no interest in changing. Currently Maine and Nebraska are the only states that are not winner take all. If electors voted proportionally rather than putting all of their votes on the winner the result would be more democratic and candidates would have to campaign everywhere instead of just swing states. However, since the party in power in each state would only loose votes with proportional voting it is unlikely to ever change and since 3/4 of states would need to ratify an amendment to change or eliminate the electoral college it will probably never happen either.Americans: Who did you vote for president?