What I can't figure out, is why the Democrats would vote to vacate McCarthy knowing that it's not good for them?

Why didn't the Democrats vote to keep McCarthy?

The best answer I can come up with is, white hats in control. It's literally a movie.

Otherwise, surely the Democrats would know how dangerous it is for them to get rid of someone that's good for them and risk bringing in someone that's not, like Trump.

Surely they'd see that coming and know the risks?