My favorite explanation of their mindset is a comparison to the “pigeon drop,” the famous con with many variations. In one of them, two conmen working in concert pretend to find an envelope of lost money in the presence of a third party, who is unknowingly the mark for the con. The mechanics vary, but the basic point is that one of the conmen takes the mark aside and suggests they scam the third guy. The mark knows there is a deception happening, but he thinks he’s helping to perpetrate it, and is unaware he’s actually the victim.
The application of this analogy to the Trump cultist is left as an exercise for the reader.