Kentucky is home to Fort Knox, and Ft. Campbell. It has a strong military support system... particularly in the Republican party. Maybe when he gets in, he can do something else. But in a closed GOP primary, this is a big deal.
If you don't want to support him over this position, that is your perogative, but this is a big deal in the state. People are inclined to support the military, more so in the rural areas than the two largest cities.