They do it because of capitalism’s decentralized properties.
First, they fear a government having power over them. This can seem irrational, but they interpreted WW2 as 1.) proof that a government can be used to wipe out people it disagrees with, and 2.) that absolute sovereignty in the hands of man made institutions is a thread to god as the supreme sovereign.
The decentralization of capitalism, and democracy, gives them the ability to disconnect as much as possible from anything they dont agree with. This is why they talk about freedom while doing hateful things in the name of their lord. Theyre economically free (to be hateful).
A lot of this mentality really starts after WW2. First the war is won. Then they push to make America as christian as possible. About 50% of US citizens claimed to be christian in 1950, but it is 90% by the 1970’s. In God We Trust is put on US money and added to the national anthem in the 50’s. This is important because the US is starting to fight the cold war against atheistic communists. The power of capitalism becomes part of a global propaganda effort to demonstrate the weakness of the godless systems. The republicans align themselves with christianity, locking it in with Reagan’s election in 1980, and now capitalism and christianity are intertwined and propagandized to the point of not resembling the original ideas anymore. Give that 44 years, and here we are.