I think what they feel is that they've had some experience, and they have an unshakeable feeling that it's deeply significant.

As Philip K. Dick said, of his own "laser pointer" incident: "If you were me, and had this happen to you, I'm sure you wouldn't be able to leave it alone."

Remember, that even for us healthy people, there's ultimately no objective answer to what's important or not. There may be more or less objective conditional answers (e.g. if it's important that I don't starve to death tomorrow, it's important that I eat), but those already assumes something is important. It has to bottom out in something that's important for its own sake, something whose importance can't be justified from something else's importance.

I think the "gangstalking" people have had experiences that their mind does not allow them to dismiss. They may be capable of accepting different explanations for why the experience mattered - but they can't accept that it isn't important, because it's somehow a root important thing for them.

In that very same Philip K. Dick essay, he more or less apologized for this, and listed up various different explanations that he'd tried. But he was lucky enough that his "ultimate importance" experience was basically pleasant. The genuinely paranoid people are not so lucky.

For those who are curious, this seems to be a link to the Philip K. Dick essay referenced in your comment: https://philipdick.com/mirror/essays/How_to_Build_a_Universe... "How to Build a Universe That Doesn't Fall Apart Two Days Later" (1978). It holds some interesting parallels to the current times.

It's more than just importance though.

I had a friend experience a psychotic episode and suffer from delusions. It was more than just, "this is really happening to me". Any suggestions that we offered that they weren't able to refute became part of the delusion. "You're right, it's not the police breaking into my house, it must be the FBI!"