Why would someone put their job in jeopardy to maintain allegiance to a fired superior?

Why wouldn't they just LEAVE if they didn't like their new boss? There are three girls at my office who keep insisting that our former boss was awesome and the new one is hideous (she's actually just fine). There were four of them but one got so nasty she got fired. The other three are digging the same holes for themselves. What's wrong with them??