Keillor always thought of his work as a devastating lampoon of middle-class life, and has always been self-loathing because people mistook it for some kind of nostalgia. He’s always been mentally troubled. Lucky he didn’t go postal or jihadi years ago.
It may be a lampoon, but he does seem to have affection for his characters and for Minnesota. He also seems to love America (just not conservatives). I don’t recall him writing or talking about how stupid he thinks Americans are or how evil he thinks America is (unlike Michael Moore).