Yes, they did say they prefer Clinton.
But with a classic neo-con like Kristol, it really makes sense. Essentially, they are conservative ONLY on the national security leg. They were great fans of the first Clinton presidency.
Since when is the neoconservative program of nation-building and global Democracy (disguised as "defense" or "national security") a conservative foreign policy? It owes more to Woodrow Wilson and FDR than to any conservative, and has only come to define GOP foreign policy because of their disproportionate influence. Even within the GOP establishment, the neoconservatives broke with the rest of the party in supporting Obama and Hillary's Libya fiasco.
Kristol hates Trump for his views on immigration and trade, and he also hates Trump for wanting to bring back some sanity to US foreign policy.