Same reason Democrats sometimes do: Because we're human. It's not necessarily a left/right thing either, even if we're seeing some of that play out in modern times.
You can convince people of anything if you present them with the correct information. Which is why conservative media, especially talk radio, is so wild to liberals when we hear it. Because to us, it's all cookyville whacko stuff for the most part. But when that's "your world", it all makes perfect sense.
I forget who it was (sorry!), but they shared the Bundyville podcast a while back and it delves into a lot of this stuff. I still need to finish it (about halfway through) but it's worth a listen to help provide some context for why folks believe "insane" stuff like it's normal (they talk early about why Cliven holds his beliefs, and when you hear the stories his views seem a bit more sensible....still nuts, but there's a reason he believes it) -
https://longreads.com/bundyville/season-one/
And because the myth of the rugged individual and that "If I'm smart, work hard, and play by the rules I too can become a millionaire!" myth are still very much alive and well in many parts of America. Despite the fact that the very people who may believe this are often pretty smart, definitely work hard, and usually play by the rules and are still poor and struggling.