It's partially that they think "owning it" makes it less embarrassing, but Trump is no Eugene V. Debbs. He wasn't railroaded into prison by an unjust system to try and silence him; he has flouted the law and been rewarded for it by those in power.
But mostly it's because he's a reactionary demagogue selling ragebait and proud ignorance, and anyone who is proud of voting for that is happy to signal that they like those qualities too.