You know, I hear that from a lot of Jews I’ve known over the years - “I’m not offended but I don’t understand why a Gentile would want to do X Jewish custom”
Well, what follows is opinion, but here’s my thoughts on the matter:
Most places in the US (and a lot of other places in the world) Jews are a presence. They’re not a majority, but they’ve been around a long time and people have always been curious about “them” (along with other forms of “them” that might be about) This can be good curiousity (“Oooo! Neat! That’s so nifty!”) or bad curiousity (“What dirt can we discover and use against them?”), but curiousity exists. That’s one reason right there. Some people study a variety of religions - Christianity, Buddism, Hinduism, Shintoism, Animism, etc. - either as a “seeker” or just because it’s an area of human experience that interests them, and such people will, of course, at some point focus their interest on Judaism.
Now, there IS a relationship between Christianity and Judaism. There are Christians who seek a better understanding of their own faith by studying the context in which Christianity first appeared - and that leads them back to Judaism and the Middle East. Some of these folks will study the languages, food, art, and other cultural aspects of those lands both past and present. And some will do things like celebrate a Passover Seder since the Last Supper featured in the Christian mythos was, indeed, just such a celebration. Such people may well also seek to celebrate Hanukah on one level or another.
Some people, recalling the horrific pogroms, holocausts, and other attempted genocides of the Jews (along with other such atrocities commited towards others) believe that through better understanding of others and their customs such hatreds will be much harder to foment and thus will lead to a world where such horrors are much less likely to occur.
In some cases - such as The Christmas Menorahs - adopting Jewish customs or symbols can be a sign of solidarity with an oppressed group. This ties in with the prior paragraph.
Some people who are Gentiles nonetheless have Jewish ancestry to one degree or another, and may continue certain traditions as a way of keeping the memory of that connection alive, and in some cases educating children as to the different customs of a group of relatives.
Some people collect religious art - and you don’t have to be of a particular faith to do so. Some people collect Eastern Orthodox Icons. Some people collect ornamental crosses. Some people collect tribal totems. Some people might well collect menorahs or other Jewish artifacts.
So there are actually a number of reasons a Gentile might desire a menorah, either for lighting purposes or not. It’s not the same reason they’re acquired and used by Jews (i.e. a commandment of their religion), but there are reasons. Judging by how the goyim are stumbling over their own feet to avoid giving even a suggestions of offense in some cases I’d guess most of what we’re seeing here is a positve curiousity about what the neighbors are doing with the bright lights and shiny objects.