The Democrats did start the KKK.
The KKK was partly a response to Republicans depriving southern whites of the vote and installing carpetbagger black legislatures that then plundered the states through targeted taxation. The south was treated as conquered territory to be looted and plundered by the victors. It was proof the two wrongs often make a bigger wrong.
That aside, Democrats are the party of elitism and consider themselves superior to everyone, especially blacks who in the opinion of Democrats, are worthless and useless without them.