I think MaryPCBUK identified the problem, and it's down to basic human psychology more than data or methodology. During the Brexit campaign here in the UK, people were reluctant to say they were voting to leave the EU, for fear of being labelled as a racist, because the immigration issue was such a highly discussed and emotive part of the entire campaign. So my guess is that the same happened in the USA, people would either not discuss how they would vote, or conceal it by saying they would vote for Clinton because they were afraid of being tarred. The same effect was seen in Germany after WWII - no one would admit to being a member of the Nazi party, even though millions were.