They feel there is a better chance under the Democrats that US foreign policy will become less dangerous, that they will have a better possibility to form unions and protect their living standards, that health care costs are more likely to be reined in, that their civil and social rights will be better protected, that there will be more responsiveness to global warming, that there will be more sympathetic judges and regulators, etc.
They may be disappointed in some or many cases, but they will also be more likely to press a DP administration to follow through on these promises than to try to extract them from a Republican one which they perceive as more inaccessible and hostile to their interests. Had Hoover or Landon bested FDR or Goldwater defeated Johnson, for example, I don't think you'd have had nearly the same level of popular protest. Dashed hopes are a deterrent to political action, and the opposite also applies. The expectations raised by the sweeping DP victories in the 30s and 60s provided a powerful stimulus to the rise of the trade union, civil rights, women's, and antiwar movements and the reforms which were won in those periods. Had Kerry defeated Bush in 2004, it's probable that the widespread sentiment against the war would have resulted in a higher level of antiwar protests than we have seen - assuming, for argument's sake, that the DP had continued the Bush administration's war in Iraq.
These matters have to be considered politically. Moral revulsion is never enough.