Well, because they just dig down deeper any time they're criticized for the gimmick.
What they are, to me, is like that comedian who gets on stage, tells a bunch of bad jokes and is booed, then insults the crowd, and they boo louder. So he insults them more, eventually targeting a few select people in the crowd who end up trying to punch said comedian, who then steps back with his bully pulpit mic and shouts to security to have the person thrown out.
I mean, fine. But you fucking started it. And you escalated it at every turn. The right thing to do when you aren't accepted is to try something else or to just go away. What the Bucks do is figuratively react to the majority of fans not liking them by doubling down on the gimmick. By pointing their finger in front of your face, doing that "I'm not touching you, you can't hit me or get mad at me because I'm not touching you!" antagonist thing big brothers do to little brothers.
I may or may not have first-hand experience doing such a thing.