Even if they don't think Trump supports their values as much as they would like, they might believe that he supports them more than Democrats would.
As a conservative, I find the GOP pretty disappointing. Most of them don't seem to have much more understanding of, or commitment to, conservative principles than Donald Trump does. And Trump's grasp of conservatism seems to begin and end with selfish and ignorant commitment to laissez-faire capitalism.
So here's why I don't switch parties. The Democrats are just as ignorant, incompetent, and corrupt as the Republicans. If it were just that, I might consider switching. However, when the Democrats do actually manage to pull their heads out of their asses long enough to actually do something, it's according to progressive principles I do not share. Not only that, but they hate me for having conservative principles - principles they either do not understand, or actively misrepresent. Because they hate them and hate me for having them.
Most elections, I just vote establishment Republican because - see above - the Democrats somehow manage to be
even worse. But there's this once in a lifetime opportunity for me to give the GOP establishment the finger,
without voting for the Democrat establishment. How am I not going to take that opportunity?
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One thing I find fascinating about how all this has played out, is the number of establishment "conservatives" who, instead of getting the message and being better conservatives, decided they'd rather be Democrats instead. I was not expecting that at all. But seeing it happen has been a revelation that almost makes the whole exercise worthwhile all by itself.