As a charter-bus operator and a die-hard independent voter in Phoenix, Bj Brooks knows a lot about changing lanes.

She was once a registered Republican who voted for Sen. John McCain. Then she became a big fan of Senator Kyrsten Sinema, the Democrat who dropped out of the party to become an independent, then announced last week she was dropping out of the Senate race.

Some independent voters in Arizona said they feel as though they have lost a champion. Although Ms. Sinema infuriated many onetime supporters, moderate voters said she spoke for a slice of the country that aches for compromise and feels alienated both from the Democrats and from the Republicans.

“We needed her,” Ms. Brooks said. “They bashed her and bashed her from both sides. She had nobody fighting the fight with her.”

In more than a dozen interviews, voters who stuck with Ms. Sinema and recently donated to her campaign fund said they had hoped she would defy the political gravity of her declining poll numbers and run for re-election this year in a three-way race — if only to give independents another option.

Now they worry that replacing a politician who they saw as a deal-making centrist in the Senate with a more partisan senator could yank American politics farther to the left or right.