A party is an institution like any other, and it does what institutions do: it reduces co-ordination costs. It tells voters roughly what you believe, tells you roughly what to say, and in exchange takes a share of your judgment. Most of the time that trade is efficient. It is the reason parties exist and the reason they persist.
The cost shows up in the cases the shorthand doesn't fit. A local question that doesn't map onto a national argument. A proposal that is right on the merits and wrong for the caucus. A vote where the honest answer is it depends, and the machinery around you has no category for it depends.
I've spent more than three decades of professional work watching organizations lose the ability to make a decision on its merits. The cause wasn't corruption. A process designed to make decisions faster had gradually come to make them for people. Standing outside a party is the same argument applied to myself: keep the judgment where it can be examined, and accept the cost of doing without the shorthand.
The cost is real. You start from nothing every cycle, you are structurally nobody's priority, and you spend a great deal of time explaining what unaffiliated means. I'd rather pay it.