They have nothing to lose, and they are too divided, disorganized and demoralized to truly understand what has happened to them.

It is the class directly above them, the class that realizes they could fall back even further, the class that has aspirations to being middle or upper-class that is most susceptible. They ape the ethos and mores of the elite and have been convinced that they have a chance of permanently improving their lot, of becoming elite themselves. This makes them vulnerable to manipulation. They will gladly join their oppressors if it means they can share in some of the spoils. Consequently, they refuse to fully recognize their oppressors for what they are. They prefer to blame the helpless, instead.

Do not blame the poor, fascism is the dictatorship of the middle class.