Those countries tend to be really small, with fewer people then New York City; tend to highly exaggerate the odds that somebody from the #3 party will win the top job; or have parties based explicitly on increasing the share of the national budget devoted to their pet programs. The state with the most changeable partisan landscape in the entire world (Israel) actually manages all three.
The difficult thing about politics in a democracy is getting a large number of people to all agree on the same platform. If your country is small it's relatively easy for a guy with a new idea to actually tell everyone this idea, because he doesn't have to waste time hiring 50-state-level campaign directors, he can just buy an ad on the national TV station. Most people will be intrigued and visit his website. As the scale of the country goes up the new party becomes so much harder.
For example in the US a party based on the black vote, the Hispanic vote, the pro-life vote, and Gun Rights vote would probably get 20% of the national vote even if it only got 40% of it's target audience. It's platform would probably be more logically coherent then either big party's platform, because all you'd need to do would be ditch the GOP's economic conservatism and replace it with higher spending on the working class. That can be justified by saying the party exists to protect individuals from bullying, therefore no baby gets aborted, everyone has the right to the same firepower, the rich don't get to buy themselves things the poor can't even dream of, Mexican immigrants get easy access to legal rights, etc. In a a few decades this party would have the votes to totally dominate US Politics.
But just imagine the problem getting any of those people to leave their current parties. If they leave their current party, and nobody else joins them, they get their asses kicked and instead of having the party of the future they get to watch while the new President bans guns/adds six pro-choice seats to the Supreme Court/etc. And even if they win they only get some seats in Congress in the short term, because 20% doesn't get you much. Which means all the big parties have to do to stop the defections is change their platforms. In theory it could be done. But it would take an awful lot of organization, pulled together in a very short time-period, because you'd need 6,000-odd people just to have one spokesman in every County in the US.
It makes a lot more sense for our aspiring pol to join one of the big parties, and try to convince the Dems or Republicans to change their coalition.