Why register a party affiliation in a state with open primaries?

I'm a registered Democrat in Massachusetts, a state with semi-open primaries such that registered voters can only vote in their party's primary, but unaffiliated voters can vote in any primary. I'm not happy with the Democratic Party this election season and want to send a message in the form of having as little to do with them as possible, but I still want to be able to vote in future Democratic primaries. Is there any reason why I shouldn't change my registration to unaffiliated?