You would think that somebody would have told this to Trump by now (and in fact, ISTR that Pence has), so it's depressing enough that he keeps saying it. What's really depressing is that we have had, for four years, a President who ever needed to be told this to begin with- it's one thing for your average CTist/TrumpHumper to have such a loose grip on how any of this works, but when it's the President...
Trump knows. He is just setting up a fall guy he can point at and say "it's his fault" when he goes on his talk circuit after his finally booted out. The sorts of people who would pay to hear him talk wont question it.
Plus Trump seems to be the type of person that the more he repeats something, the more it becomes true in his mind.