The vast majority of people don’t first decide what they believe is right and what is good for them and then decide what political identity best suits those beliefs. The vast majority of people establish their identity, (political, religious, and otherwise) early in life through the influence (often indoctrination) of family, friends, and community, and then select their beliefs to fit that identity.
Also, the hardest thing for a person to do is to admit they are wrong about important things. The innate human response to evidence that one is wrong is to dig in ones heels and disregard, obfuscate that evidence, or even fantasize counter scenarios. Since this is a forum on evolution it is worth noting that there is good ‘survival of the fittest’ rational for such behavior: it assures cohesiveness of the tribal group and discourages defection that could weaken communal strength.
Note of full disclosure: The above description applies as well to me; my beliefs derive strongly from my parents and the community I was raised in and I can’t imagine any scenario that would change those beliefs.