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.
Sometimes its because of superdelegates, sometimes its because of a mysterious series of coin flips, sometimes its because primaries are cancelled this year.
Is it because you didn't register? Because everyone that I know got a ballot for the primary. And there was more on it than just the presidential pick.