I think a big part of the reason some of these guys do it is for the money. Don’t they get to keep unused contributions?
They can take a salary equivalent to that if elected to the office.
The short answer is no, they are not supposed to “keep” the money. But there are lots of other ways to pass the pumpkin. The campaign can hire a relative to stuff mailers, rent a house, or car. I am sure that a good lawyer can find hundreds of ways to legally filter the money.