It's not like their indigenous identity is respected by Taiwan.

Indigenous groups have always fairly reliably voted KMT. The DPP tends to have much more progressive policies and portray themselves as more concerned about the indigenous struggle. But the KMT being the direct successor of the authoritarian government that ruled Taiwan for decades tends to have much deeper local structures and have thus been present in indigenous territories much more/for much longer.

(Also portraying the parties as Chinese or Taiwanese nationalists probably is a bit strong, as they've both moved towards more moderate, pro-status quo positions, although from different ends of the spectrum)

Their indigenous identity would be more respected by the PRC is what it comes down to

No, because the Taiwanese Nationalists are ethnically Chinese and want Taiwan to be an ethnically Chinese country.

You can compare it to how more Native American groups supported the British than the Americans in the Revolutionary War: they understood that they would have more autonomy as a minority in a large, multi-ethnic state than a smaller ethnostate.

The same reason anyone votes against their own best interests.