I don't think it's a mystery to liberal establishment that Trump supporters stick with him.  They threw a tantrum, much like Bernie bots, and aren't about to admit they were throwing a tantrum.  I'm not sure what results they really expected other than an ability to stick it to the East Coast elites.  Trump supporters in coal country absolutely expected a form of entitlement with Trump's bogus promise to reopen dirty coal mines as if he could magically change the market from natural gas to dirty coal.  Trump's people most certainly want to keep their medicare and social security. Some are even figuring out medicaid isn't all that awful.

They may want Europe to pay it's own way on defense, but aren't smart enough to demand cuts in our own defense budget. Quite the opposite in fact.  In the end, I think they were pretty much betting that the wiser heads among them would save them from themselves.  They may not believe in the 'nanny' state, but they do believe in the 'daddy' state.