You are asking for a rational explanation for a feeling which is inherently irrational.
However I will try an provide as best an outside looking in view as I can.
One important aspect of modern evangelical christianity is an obsession with the end times, the rapture. This is one of the single biggest driving forces in this mentality. See according to Revelation, in the end times, Christians are going to be persecuted. So in order to be in the end times, as they believe, they must be being persecuted. They sincerely believe Christianity is a persecuted religion in the US.
They follow on from this by going, if I am a Christian I should be persecuted. If you are not feeling persecuted then you, therefore, are not a true or good Christian.
And you can now see the framework in place. They are using a priori reasoning to contort reality to fit their perception.
So it goes from there, if I am not being persecuted then I need to be “more Christian”. And escalating behavior from there until they receive sufficient pushback to meet their threshold for persecution.
The Columbine shooting? That was a cultural gold mine. They wrote freaking songs about the shooting prolifically, specifically focusing on Cassie Bernall as a martyr. They believed the entire reason for the shooting was as a religious war targeting Christians. Christian radio was dominated by these songs for about two years. They won’t say it explicitly, though some will, but they fantasize about being Cassie in that situation.
There is also the degradation theory. In their mind the world must always be getting worse in order to spur Christ’s return. That the world was always better in some imagined past. Multiculturalism and secularism are evidence of this decline. The world must therefore be more violent and depraved than ever and Christians must hold on to decency.
This is the cultural stew that runs through evangelical mindsets. And so, when evidence does not support their prior assumptions on how they are treated, they escalate behavior to incite the very thing they feel must be.