They think they know him. They think Trump understands and cares about them.
Imagine that your niece or your cousin has a new boyfriend or girlfriend (lets call them Jamie) that they've been dating for a few years, and you cant stand Jamie..
Your niece/cousin asks what you want for Christmas. Poignantly, they ask because they are unwell, and they specifically are thinking that they might not be around for next years Christmas, so they want it to be a good present.
You answer Jamie in a coffin.
When a relative is dating Jamie, it is beyond frustrating that they keep choosing Jamie in spite of all of the evidence, cajoling, insight and important perspective we might try to share. We know that Jamie is bad he is stealing from them and from us, he is cheating and being deceptive, he is full of empty blarney and flattery, and we suspect he could and might burn the house down to collect the insurance money.
But to our naive MAGA relatives, Jamie might as well be their Beloved, their biggest high school crush, their fiancee. He is or was their dream, and to the extent that the dream is dying, it is a big raw wound for them.