This is certainly not true. You are assuming that people who vote third party have Romney as their second choice.
You are FALSELY assuming that many of us see the election like this food analogy:
Let's say I am in a group of 11 people voting on dinner, and the options are:
A) Obama = Feces
B) Romney = Cardboard
C) 3rd party/Write in = Pizza
Now, for some weird reason, I am pretty sure that 5 of the people want to eat feces tonight, and 5 other people want to eat cardboard. Of course, I want the pizza, but I know it has no chance to win. So, according to this false analogy, I would likely vote for cardboard because it is the better pragmatic choice. This is how I believe the OP is presenting the election; and in that paradigm, it is confusing to him as to why anyone would not vote for cardboard as "the lesser of two evils." But this analogy is rooted in a false assumption.
Many of us INSTEAD view the menu as this:
A) Obama = Poison (D)
B) Romney = Poison (R)
C) 3rd party/Write in = Broccoli
Even though I know one of the poisons will win, I would rather not be complicit in the selection of poison. I would rather be recorded as one of the few who voted against poison. I don't care which brand of poison is chosen by the others, why would I? I will do my best to alert everyone that poison is bad and keep fighting until I die from the poison selected by my peers. I will not vote for poison, and yes, in my opinion, both Romney and Obama are different brands of poison. I don't care what they claim on the label.