For some people it is about power and they are more interested wielding power within a political party than they are in governing a country.
It probably is less onerous to be in opposition, so one gets to be in the public eye and make a lot of pronouncements without having to actually do all that much in the way of making decisions/taking action. Some of the glory with less of the pressure?
So if your focus is leading the Labour party, rather than being in government, a lot of the things Labour MPs have said make more sense.
They're not trying to win over the electorate; they're playing elaborate games of internal party politics.