They don't. Trust me, they don't. They only vote for the people who rule the nation.
You live in an illusion thinking you live in full 100% democracy (which simply cannot exist). In order for the citizens to rule a nation every bill proposed in by the government, congress or whatever, would require a referendum. However 95% of the bills proposed don't (not in the U.S. nor any country for that matter) even reach the news (would take too much broadcast time, and besides, only little people would care about those anyway), and you'd be voting for a bill at least, say 300 days a year. So what you say is even technically impossible. Trump and his administration rule the U.S. and all you can do, is judge Trump next year in the elections, by voting for him if you think he did well, and voting for his opponent if you think he messed up. That is however not the same as ruling yourself. FAR from it. :P