Keith goes where the money is. From Newsweek in February:
He played an event for the Republican National Committee in July but stopped short of offering the party his support. "It was just a paid party for the sponsors, just a private party for 1,200 people," he told the Tribune. "When I start catching shit about it, I just say, 'Look, I'm not a registered Republican, and they paid me a butt-load of money to play this thing. And if the other side calls, I'll go play theirs for that much too.'"