We want to believe. She says dumb shit, but a fair percentage of the time, it's dumb because it's quoted literally and taken out of context. And also, sometimes she just says some retarded shit. Same thing happens with Trump.
Personally, I think that a declining Democratic Party is not good for gun owners *collective gasps* shut up and listen. A system where your demographic (gun nuts) will only vote for one party means that you have no political power. The Bad Party has no reason to compete for your vote, because they know they won't get them. The Good Party has no reason to protect your interests, because what are you gonna do, go vote for those dirty Bad Party guys?
And protip: neither party is the Good Guys. Both of them will sell you up the river for the price of an extra value meal.
If you want to have power--and this is where the NRA fucks up hard--you have to be willing to sit out an election. Hey, the Democrat is an avowed gun grabber and the Republican folds like a towel every time there's a zomgschoolshooting? Stay home guys, everybody sucks in this one. Hell, sometimes you might have to vote for a Democrat if you find one with a strong commitment to gun rights and public safety.
As American politics grows increasingly divisive and partisan, political power lies with the swing vote. When they don't know what you're going to do, that's when you have them.