He doesn’t understand it when people criticise his policies. He does when they criticise his appearance.
The aim isn’t to make him and his supporters see the error of their ways. The aim is to keep his focus on persuading people he isn’t bald / orange / tiny-handed / etc. That way he doesn’t focus on persuading people there’s a Mexican under their bed waiting to rape them.
He’s a bully and his followers are the kind of people who follow a bully. His followers won’t be impressed by a carefully argued rebuttal of his racist misogynistic bullshit. Instead, take the piss out of them for following a sad deluded loser.