I suspect (though I'm way of armchair psychoanalysing people online) that it's due to the cognitive dissonance of being a GOP supporter and it being really obvious that the GOP are evil. Not unlike people who believe themselves when they say "I'm not racist, but...", I guess.
I think I'd be more general about it.
There's a problem between being economically left-leaning and socially conservative (or vice versa), and so finding a major unsatisfying issue with either mainstream party in many countries. This is often where the far right flourish.
Or, simply, that mainstream politics and parties are just so generally disappointing, leading to general disillusionment. I mean, most political parties are
awful. No matter what the policies are, left or right, they're full of overambitious arseholes, often arrogant, self-aggrandising and full of petty rivalries and vendettas, with a distinct lack of moral vision. To an extent, the universality of this experience tells us that's just what politics is, and people hate it. Thus in many cases lots of people along these lines just generally don't like the government. They will often be sympathetic to those they perceive as outsiders, such as Trump - or for that matter Bernie Sanders. I think there's a substantial crossover in voters who might like either Trump or Sanders despite their radically different policies and attitudes, because the defining characteristic is that they appear different from all the other arseholes clogging up the place.