They chose to advertise themselves on the “Grandma’s Racist Rants And Old White Guys With Sunglasses Who Hate Poor People” platform.
While true, they also advertised themselves on a platform most Americans use.
Say what you want about someone's ability to not use a social media platform in the first place, but if you're a band that depends on... people, it's hard to just decide not to put yourself out there on a platform where so many people are.
The network effect is real. It's where people's friends, family, celebrities, bands, etc all are. Leaving means leaving people who are important to you.
A lot of people find it easier to leave platforms like Twitter now, because the platform is such a shell of its former self that it doesn't even provide what many people originally came there for, but if you're on Instagram, Facebook, etc, it still often provides people with easy communication to/from family and friends, and organizations like bands with access to an audience, promotion, visibility, etc.
Leaving the platform means leaving fans, and giving up visibility. I wish everyone could just quit Meta's platforms and crush the company, but there's a very simple collective action problem at play here that makes it very difficult, don't discount that.