Indeed many people who subscribe to Rational Actor theory of politics are stupefied by this. However the thing about personalistic dictatorships is their foreign policy and aggression are all subject to the whims of one person, even though the media still refers to them as if they are real countries with collective decision-making. And they indeed may be acting rationally just not in the axiomatic framework any sane person would even consider.

Say some dictator lived through a trauma that he projects onto some group of people. Or that he considers himself a spiritual successor (perhaps even the reincarnation) of Ivan the Great, the Collector or Lands. Once you ease yourself into this mindset you see the logic.