Its easy when you truly believe this shit you can keep a straight face about anything.

I read a book about Al Capone once and in it it dealt with interviews directly with the man. Discussions in which he talked about all the people he'd taken money from, all the lives he's ruined and all the people he'd killed or had killed. Despite being open about being involved in all that, it was also clear that he truly believed he was a good person as well. I expect other despots like Hitler, Stalin and Trump have the same thing going on in their heads that allows them to behave the way they did/do.