If the straw polls don't matter, why do candidates compete for them? They should just focus on getting their delegates elected at each step of the process, instead of courting voters. I believe that was how Barry Goldwater captured the 1964 Republican nomination.
Because delegates are completely meaningless except in the exceedingly unlikely situation that no candidate has a majority. It's all about perception; the candidate who is perceived to have the best chance of winning will win. Straw polls are part of said perception.