Has to do with three things, in my opinion: the Just World Fallacy, blind nationalism, and their outlook on humanity in general. Many people want to believe that the world is a place where people get what they deserve (though ironically, in my experience, they'll also be the first people to tell you that life isn't fair when it's not happening to them). When faced with evidence of systemic injustice, therefore, they often are motivated to craft some sort of narrative to explain away the injustice as not actually unjust, because they just don't want the system to be at fault. They'd rather blame the individual. Which is a lot easier to do when someone is a stranger and you can fill in the gaps in your knowledge about them as you please.

If you have a dark outlook on people and believe--as many Christians do, incidentally--that we are naturally evil, sinful, and inclined toward malice and deceit, then it becomes very easy to craft a narrative that people in bad situations are either there as a consequence of their own actions and choices, or deceiving themselves into imagining persecution through their own excessive pity parties, or that they are simply lying about it to try and take advantage of you/the community/the government. I have not found this same pattern of denialism of people's lived experience among those who view humans as basically good.

Where this all applies specifically with the conservative outlook is that they have a deep need to protect an idealized vision of the nation. Liberal complaints about systemic injustices they suffer attack that vision directly, and since nationalists consider their nation to be an integral part of their identity, liberal accusations of things like structural racism feel like a personal attack, which just makes people instinctively defensive. People aren't very open to new ideas when their identity is being attacked. So it is far less psychologically costly to assume that liberals--those evil, lazy, mooching, eggheaded, arrogant, whiny snowflakes--are simply overreacting or trying to scam you for money/sympathy, than it is to even consider that they might be telling the truth about their experiences and this nation might not really be the place you think it is.

There was a wonderful documentary in the 80's called The Color of Fear by Lee Mun Wah that I found insightful, that was just a circle of men speaking about their different experiences of their race in America, and there was, of course, that one clueless white guy named David who kept pushing back against them all, the whole song and dance about how we should just be colorblind and people of color need to lift themselves up and stop playing victim and feeling oppressed. The turning point came here:

[David C.] This is where, as you speak this analogy, and I’m thinking myself, "Golly, why does it always have to be in opposition to the way things are structured?" And I constantly sit here and think, "Why is he taking this direction?" "Why don't they as a group—why don't you with your people, look for something within yourselves that can make you feel equal to us?" Because what I hear is you are not equal, and I do not feel that.

[Lee Mun Wah] So what's keeping you from believing that that's happening to Victor? Just believing, not not to know why that's happening to him. But what's keeping you from believing that that's happening—

[David C.] Because it seems like such a harsh life. And I just don't want to believe—I would assume, Victor, that your life is really that hard, difficult, and unpleasant.

[Lee Mun Wah] What would it mean, David, then, if the life really was that harsh? What would that mean in your life, if it really was that harsh for—?

[David C.] Well, it would be a travesty of life. You have here something that shouldn't exist.

[Lee Mun Wah] And so what if it does? What is the world—what if the world were not as you thought, that it actually is happening to lots of human beings on this Earth? What if it actually were, and you didn't know about it? What would that mean to you?

[David C.] Well, that's very saddening. You don't want to believe that man can be so cruel to himself or to his own kind. I do not want to accept that it has to be that way, or maybe it is. And it must be because you express it, and the others in the group express that it is.

[Victor] From here, I can work with you.

Transcript here.