I've been a socialist for a large part of my life (I'm 26, I became a socialist when I was about 15). I'm a former member of the Socialist Party USA, currently unaffiliated.
When I was younger, I had a lot of enthusiasm. For Greens, for Socialist candidates. But reality hit me and I saw how socialist parties get very little votes, how the Greens often failed to win. So out of frustration, my politics became more "practical". I didn't abandon socialism, my perspective on electoral politics just changed. My fellow socialists would often say their electoral strategy was not about winning but about "raising consciousness". But I found it hard to agree with that we should run for elections without the intent to win.
Socialists and progressives agree on many things. Just differing on economics, but progressives are still economically left-wing. I would rather see a shift to the left than no shift to the left at all. The US doesn't have the type of system where third parties can succeed on something as large as a presidential election, especially when these parties like the Green Party are too inactive when it comes to running candidates on the state/local level, in many elections there simply aren't any Green candidates. The Green Party hasn't been able to elect anyone to Congress. That's just the reality, although I wish it wasn't true.
So when socialists say Bernie Sanders can't win, does that mean the left-wing third parties can win? Yes, Greens and even socialists (such as Kshama Sawant, of Socialist Alternative) have had some local electoral victories. But Congress still only has just the two parties (independents don't count as third party). This is actually rare among most countries which have third parties represented in their national legislatures. Until third parties elect people to Congress, I don't think they will be taken seriously when it comes to presidential elections. Some socialists recognize this and want to adopt a more practical approach. There's also a point to be made about our electoral college system and how it's detrimental to third parties. We need a runoff system based on popular vote or something like that.
It's possible Bernie may not win, but I'm willing to to try to help him win. Him winning would reflect a shift to the left that would be beneficial for the left. I'm not going to feel guilty because I want to see an actual shift to the left in politics. I don't support capitalism but as far as I'm concerned left-wing third parties haven't done well enough in elections on all levels to be serious contenders in presidential elections and in my view, Bernie Sanders winning would help change that.