It means that their vote doesn't count. I also live in a state that has one of the very last primaries, after the race is already over anyway. By the time I voted for Bernie, he had already dropped out of the race. My vote meant nothing.
Except the one I was actually speaking with, and whose example you popped in in support of, quite literally has one of the strongest voices in the primaries by their own example.
Sometimes its because of superdelegates, sometimes its because of a mysterious series of coin flips, sometimes its because primaries are cancelled this year.