"You have no idea how much crazy stuff we kill": The most common response centers on the urgent importance of having smart, sane people around Trump to fight his worst impulses. If they weren't there, they say, we would have a trade war with China, massive deportations, and a government shutdown to force construction of a Southern wall.
"General Mattis needs us": Many talk about their reluctance to bolt on their friends and colleagues who are fighting the good fight to force better Trump behavior/decisions. They rightly point out that together, they have learned how to ignore Trump's rhetoric and, at times, collectively steer him to more conventional policy responses.
"Trump's not as evil as portrayed": All of them talk up the president as more reasonable off Twitter and TV than on it. This gives them hope (though almost all increasingly say it's fleeting hope) he will listen to his better angels, or at least the pleas of Ivanka.
Source for that last one: Rhymes with Mivanka.