anti-DEI is pretty much code for "only white straight cisgendered males welcome". Whatever criticisms may make sense against select DEI initiatives, the anti-DEI move by the government basically involved erasing all acknowledgement of any minority or woman ever being honored for accomplishments, no matter how obviously well earned the honor was.
On a global perspective, the American flavor of "anti-DEI" panders to a relatively small group of folks at the expense of offending the vast majority of the world's population.
Shareholders in a company whose entire business is around being well liked globally thinks it would be a bad business move to cancel a program that is part of a good public image in favor of placating a relatively small chunk of Americans that would both be paying attention and against DEI.
They could still be pro-Trump, and not really caring about DEI, but they know the value of optics in the context of a company like Disney.