Just as an example: in Germany there is now a SPD led government, with the Greens and the FDP, after a long time of CDU led government. Many people voted to see some real changes, e.g. when it comes to environmental policies or social topics like wealth gaps, low minimum wage, ... If after 4 years of an SPD led government, the people don't see and feel any real change, the only thing they can do is move to more extremist parties.
There is also some weird mental gymnastics going on when it comes to the power of the state. During the election campaigns, all candidates promise big changes. Once elected, they will tell you that they don't have the power to actually do it, and claim some outside forces are stopping them. People also at the same time expect politicians to be able to mage big changes, but don't actually believe that it is possible. The only big changes I can remember that were actually made were mostly negative.