Conservatism consists of exactly one proposition: There must be in-groups whom the law protects but does not bind, alongside out-groups whom the law binds but does not protect. - Francis M. Wilhoit
And the world was shocked because he is someone the law protects but does not bind.
Trump is currently being protected by Supreme Court justices who are literally deciding whether he's bound by any law. You can bet that same conservative majority would make sure he's protected by all of them.