Many of these people built their own audience on Twitter over the years, long before Musk decided to buy it. So they feel that's an investment they made in the site, and their followers are something they created, and Elon's Twitter is currently being only an unfortunate mediator of it, holding them hostage.
So they feel stuck. They don't want to quit yet, hoping for a change (ALTHOUGH MANY HAVE QUIT), but they also don't want to encourage Musk and be seen to support his behavior and actions... which are frankly embarrassing.