I would actually guess that perhaps some of them just like the sound of the music itself, nor do they mind certain songs and lyrics. It's kind of like how there are actually Christians and/or conservatives that don't mind watching R-rated films/TV shows or playing violent video games. And that from the looks of it, conservatives and Christians seem to outnumber liberals and atheists in real life, or at least depending where you go. I still see what you mean though, but the exceptions sometimes still exist as unbelievable as they might seem to be. (Since most actual Christians wouldn't be comfortable with some of NIN's messages as it wouldn't match their lifestyle.) There's also a chance that they could also be able to appreciate NIN the way we do outside of religious and political contexts. I've also been able to enjoy songs even when it came to messages I didn't believe in or agree with either.
Oh, and then you have Christians that also abstain from all the types of entertainment I've mentioned. Some even go as far as avoiding all secular music. Of course, not all of them are the same, but it even goes to the point where some of them would make one wonder about how or why some of them would've gotten into any type of secular music at all in the first place. Christians that only listen to Christian music are still a thing even until now.
I've always speculated that perhaps, unlike Marilyn Manson, it's nowhere near as obvious. With Nine Inch Nails, you have to dig a bit deeper to get that bigger picture. At least for me, it's easier to see how casual fans of NIN from the religious right can get into NIN with all of that unnoticed, while still getting over the profanity or songs like Terrible Lie and Heresy, or Closer and The Only Time.
As I've mentioned in my Nine Inch Nails & Christian conservatives thread, it would be like coming across Ted Nugent fans that also happen to be Democrat and/or liberal/progressive/atheist/agnostic.
And then, as mentioned, there could've been casual fans that have no idea about Trent Reznor's opinions on politics and religion.
As for being against abortion, and this is nothing new, most Christians I know in real life, which are generally conservative as expected, both Adventist and Catholic are still very much thoroughly convinced that it's murder. I know the debates as to how and why it wouldn't be murder, but they still believe it's murder, and are often quick to say "Abortion is murder.", which would make it a sin to them, or just wrong, just from simply leaning right even from that ones that aren't necessarily Christians. On top of that, they already believe that fornication and promiscuity, like masturbation itself is a sin, that is lust and adultery, and that all sex is basically to be saved for heterosexual monogamous relationships under God's command, including procreation and starting a family altogether. In fact, starting a family is one of their main reasons for getting married. To them, that makes marriage to mean more than just being in love and having a loving relationship with somebody. (Which by default is also against same-sex marriage, once you also include their typical stance on that particular issue as well.)
Anyway, this is clearly no surprise for me regarding Trent's views, but I obviously still see and still accept why it's one of those debates/arguments that'll never go away. I'm also very much pro-choice as well.
@elevenism - To think that I almost forgot to mention you. You already know how much I love to see your take on these types of topics with NIN.