They think they are being loyal. In a world where coaches don't stick around most places long, the thought of some immediate loyalty is crazy. I mean, give me 4-5yrs and I can see that taking shape. Give me 2 yrs, and most any coach needs to put up or shut up.
They hold that undue loyalty as far up as they can and use it as proof that they are a better fan. Their loyalty, in such cases, isn't toward KSU, though, it's toward a coach(see beginning of this post). It's all so very weird. Rather than being loyal to the university and expecting it's representative represent it in such a way to make them proud, they scratch and claw to find something they can use as an excuse to be proud of the coach that they are shoving their undue loyalty at. It's boggling.