I think you have hit on the fundamental reason for the rise of Trump and MAGA. There is no where else to go. I am going to try and present this in a way that is politically neutral but still captures the reason. I will probably fail.
For a large subset of those voters, the wide open borders, promotion of LGBTQ (particularly TQ) and DEI represented the end of the current state of the country.
As you stated, there is no "free market" of countries.
If the US fundamentally changes then for those people and their view of life, its over.
This has led to the massive backlash on immigration, ICE, rejection of DEI and push back on transgender promotion / acceptance.
For them, this is the end of all things and that is why they are so motivated and also so willing to overlook the obvious moral failures / grift of Trump and his manner of working. They care about preserving their way of life and if the cost is some grey legal situations and open grift then so be it. Trump is the hard man willing to do the socially distasteful things that they believe are necessary.
This particular post is not supposed to be an endorsement of those views whatever my particular opinion is but only a way to explain how we got here and the determination of Trump voters to see it through to the end.
When faced with the devil you know or what you view as the end of all things, you support the devil you know.
For the people reading this I am not trying to attack any particular people or ideology. Just presenting why people that you may disagree with act and vote in a certain way.