Some of them have made so many enemies by supporting Trump, family and friends, that they can't do anything but keep hoping Trump's going to come through. He's bitch slapped them so many times with "lock her up, zero out the national debt, make Mexico pay for the wall, repeal and replace Obamacare," and a hundred other things.
All they have left is to try and save face. They're not man/woman enough to admit Trump is a fraud. That he duped them into their support. They were looking for a hero on the right so hard. And they fell just as hard for a fake one.
This is one awesome thing about being independent. Because every politician is going to let you down. It's inevitable. But being independent allows me the freedom to kick any of them to the curb, at any moment and for any reason. It's like I have a "This establishment reserves the right to refuse service to anyone for any reason" on our ball caps.