Because they have very shallow media literacy because they don't even understand how reality works. They think the entire world is a communist, gay, atheist, free love dystopia while right wingers are an incredibly small resistance movement. They sincerely think because they can't say slurs in public that they're enemies of a massive control mechanism.

They are in fact subjects of a control mechanism but it's capitalism. They're only able to see the masks that capitalist imperialism adopts. They're unable to fundamentally understand that the mask of liberal tolerance, dei, corporate rainbow logos, etc, that these are simply affectations that the machine takes to hide the reality of its brutality. Right wingers have broken brains, so they can't realize liberal messaging isn't for them, it's for comfortable liberals who consciously realize imperialism is bad, but cognitively disassociate because the CIA will do ads about racial tolerance or whatever. Right wingers think those ads are sincere, not simply a soothing balm for liberals.

So right wingers think escaping the matrix would involve breaking free of liberal messaging and doing imperialist brutality for real, since they are so confused they believe the brutality isn't happening, or that it isn't brutal enough