First, you're assuming union membership precludes being a die-hard conservative republican who'd stomp the hell out of a democrat thug given the chance. That's a VERY poor assumption.
Why do we "support" the organization that's constantly screwing us? For the same reason you don't fight unfair speeding tickets...effective opposition would require damaging the institution to such a degree it's legitimate function could no longer be performed. Our internationals may be crooks, but they are somewhat of a check on those who would bring back "the company store."
Believe it or not, there are still managers out there who would make human sacrifices of their subordinates to look competent.
I know you are right, being a former union member, the ones I know always vote republican, they just don't advertise it at the local. I was trying to take a swipe at AFL-CIO members attacking Bush Campaign headquarters...