Because it's not dumb. Nor bizarre. It follows Trump's behavioral patterns to a tee. He gets into these pissing matches with his enemies and does everything he can to provoke them into doing something stupid. The charade keeps his name in the press. It props up his victimhood narrative (and that of his followers). And, even if Dems succeed in legally preventing him from running, they'll just make him a martyr, ensuring that the next MAGA populist (probably DeSantis) will win easily.
I'm not going to belabor this. I have zero proof of Trump's inner reasoning on the matter. But I think the Dems are ******* up regardless. If they keep playing his game, especially if they insist on running Biden as their candidate, I expect them to lose the White House in '24.