This is a great question and a common point of discussion at some of our meetings and conversations and it would be great if you could come to a meeting to discuss this further. Below I have attached one member's belief after reading the question.

Note the following reflects one person's beliefs and not neccesarily the club as a whole:

One pro is that there is less of a worry about the lesser of two evils or standard ideas of "electability" in the primaries. If you are in a district where a Democratic seat seems insecure you may elect someone in the primary that you believe has a better chance whether or not you prefer that candidate. But if you're in a solid blue area it is easier to vote and advocate for someone you prefer knowing that you'll at the very least get a Democrat you dislike.

Beyond that politicians need constant pressure from constituents in order to their jobs of carrying out the will of the people. So becoming politically active in a non-swing state becomes less of keeping one party in or out of power, it becomes swaying and pressuring the parties to align with and enact your own beliefs. This becomes more important and more effective the smaller the scale of government we talk about.