They had elected officials in
Colorado at the same time. And Oregon. And California.
The Klan was never a political organization but when it did spread as big as it got it used Republicans, Democrats, whatever worked in that time and place. It's a deliberate ignorance to paint it as "political". The Klan was in effect the American Taliban.
They were explicitly Christian terrorist in ideology, basing their beliefs on a "religious foundation" in Christianity.[65] The goals of the KKK included, from an early time on, an intent to "reestablish Protestant Christian values in America by any means possible," and believe that "Jesus was the first Klansman."[66] Their cross-burnings were conducted not only to intimidate targets, but to demonstrate their respect and reverence for Jesus Christ, and the lighting ritual was steeped in Christian symbolism, including the saying of prayers and singing of Christian hymns.[67] Many modern Klan organizations, such as the Knights Party, USA, continue to focus on the Christian supremacist message, asserting that there is a "war" on to destroy "western Christian civilization." (
QuickWiki)
Though similar to the pagan fire festivals of central Europe during the middle ages, the Klan's cross burnings in the 1920s were invariably constrained by a strict Christian ritual. The ceremony opened with a prayer by the "Kludd", or Klavern minister. The multitude then sang "Onward Christian Soldiers."
... Bathed in warmth, left arms oustretched toward the blazing icon and voices raised in "The Old Rugged Cross," Klansmen felt as in one body. --
The Fiery Cross: The Ku Klux Klan in America