Fun fact: A study was done that apparently showed that the parts of the brain responsible for empathy are smaller on average in Republicans than the rest of the population.
I think there's a "nurture" factor in here, where people who grow up in "conservative" households, grow up benefiting from the status quo/without real hardships, or are just generally insulated from diverse groups of people when they're young are more likely to hold "conservative" beliefs. Because one of the biggest fighters against bigotry is simply meeting people with different lived experiences than yours.
It's not true that conservatives aren't also hurting under the Trump regime. They are taking it as a temporary hardship required to achieve more important goals: The Other will be punished even harder