I don't know if there's a single reason, but I would suspect a large part of it is that the alternative is giving in and conceding on pretty much everything. Sure, there's a possibility that if they suddenly started voting for Democrats, they might see some more funding sent their way, more programs to help them get by, or possibly even create jobs. It doesn't seem too likely they'll be the same old jobs that used to sustain those rural towns, though. They also won't be able to dominate the discourse of the party with a worldview built around Evangelical Christianity. That's going to mean just flat out giving up on a lot of the culture war battles they're fighting via the GOP at the moment. I don't see them getting the Democrats to walk back support for gay rights, for example. A lot of the anti-immigrant rhetoric basically just has to die off, or else urban Democratic voters will not support them.
For me, the real question is why they think they should be able to hold the vast majority of the population to their decidedly minority views? I'm sympathetic to wanting to be able to live the way you and your family have for generations, but there's no bringing that back at this point, so they need to try something new.