Not really. It might be indirectly useful if you want to work in that political party's offices, or if you want to work for a closely affiliated lobbying group/political PR firm/political consultancy/thinkthank. Even then, it's only helpful if being a party member means you go to more networking events than you would otherwise, where you meet people who work in the party offices, and thereafter have the opportunity to apply for jobs. There are quite a few intervening factors.
For NGOs and consultancies, open political affiliation and activism is likely to count against you as you can't be seen as independent. For NGOs, independence (or the appearance at least) is important to avoid giving dodgy host governments an excuse to boot them out of the country. For consultancies, independence (or the appearance thereof), is even more important for public sector clients than independence from office politics is for private sector clients. Any hint of political bias could see the whole firm debarred from tendering from public contracts (in the developed world anyway).