I'm not sure there is a more or less moral choice in a situation of coersion.
But they're only coercing you to get your name marked off the register. You don't need to vote, you simply need to get your name checked off.
You're free to cast an invalid ballot - the last two elections I've written "Government is immoral" on all my ballot papers. But you can also pocket your ballot papers and walk out or mark them in any other way you please. You're only coerced into showing up and getting marked off the roll.