You wrong. It can affect any other visa applications that you may carry out. Suppose you enter the dv lottery and for some reason don't succeed during your interview. Then at a later point you decide to apply for a visitors visa. Your record will show that you at one point showed a strong interest to migrate to the US. That alone could be grounds for not getting a visitors visa. An application for an immigrant Visa is taken very seriously. This is all fact. I stand to be corrected, after you've done more research.