I think they had a Messiah complex from the beginning of the religion's founding. They thought they were a special group set apart from the rest of Christendom. They assumed everything in the scriptures were fulfilled in them. They see that part about 12,000 x 12 in Revelation, they are automatically going to assume it means them.
They got into the habit of explaining everything in the scriptures as if it was directly from God. They assumed everything future meant them and every special angelic guy was Jesus. They just can't say we don't understand what this means right now and leave it unknown. They also simplify things too much and they assume everything is spiritual and there's no physical component to prophecy. He returned invisibly is one such example. The new heavens and new earth is symbolic is another.