I have a friend who worked at a convenience store in an area where the KKK still has a decent presence. The local grand wizard or dragon or whatever ridiculous rank he had took a liking to my friend (it should maybe be noted that my friend is practically a caricature of blond, blue-eyed whiteness.) I wouldn't say they were friends, it was more than he was on the clock and couldn't really afford to lose his job by telling some racist fuck to pound sand, they didn't keep in contact outside of work, neither of them changed each other's minds about anything (my friend is now engaged to a black woman) but they did have some fairly in depth and civil conversations about race and society and such.
I can't say for what Mr Pointy Hat's takeaway was from their talks, but my friend's overall impression is that the klan guy was kind of stuck. He kind of seemed to know that the world had changed around him, and that maybe he was in the wrong and there was no place for someone like him anymore, but he was unable and/or unwilling to change himself to adapt to the new world and to different ways of thinking than he'd been brought up with, so the kkk was kind of his way of carving a safe space for himself out of the world where he knew how things worked and where he had some sort of value. And his hatred towards black people and other people different from himself wasn't really that they should be killed or enslaved or treated poorly, but that he didn't get why they needed to be part of the same society as him, sort of like if they could just all go off and live in their own countries he'd wish them the best in their endeavors.
I'm not saying that's at all a good philosophy, I find it absolutely abhorrent, but it's also more nuanced than I would have otherwise thought a klansman would be capable of.
I also won't say that my friend necessarily had a perfect read on this guy, it could very well be that he totally took the wrong things away from what the guy said. And even if he did hit the nail on the head, with a sample size of 1, you can't exactly extrapolate that to say that the rest of the klan or other racist shitbags feel the same way.
But I do think there can be some value in talking to some of these types of people, maybe not befriending them exactly, but building some sort of mutual understanding might help get some of them onto the right path before they end up too old and stuck in their ways like that guy.