In their minds, it pushes Northern Ireland further away from the mainland UK and closer to re-unification with the Republic, the exact opposite of their worldview.
Though they are fine being separate from the rest of the UK when it comes to abortion and gay marriage etc. They are nuts, but they have power because they are propping up May's fragile government.
May called a GE in 2017 because she thought she'd get a big majority, big enough to ignore the extremists in her own party. Instead, she lost the small majority that they had and is now answerable to the biggest nutters in UK politics (The DUP).