But why do we give them power over us again and again and again?

Depends on the tyrant and the circumstances, at least somewhat. I am more familiar with the rise of Hitler. But that was very specific.

I think a lot of people like a "strong-man". Someone who talks tough. Often the tough talk is directed at "the other", so the people don't feel threatened because they aren't the other. Heck, they want to go after "the other". It's too late when they realize what they've done (if they ever do). With Hitler, it was the Jews and economic hardship (fear/loathing of both). With Duterte it was crime (though he didn't usurp power as some others did). Not sure about Saddam, though I did hear an account of how he took power (carting folks away that didn't praise him). In France the message appears to have been immigration, but the right ultimately lost. Russia was mostly economic hardship (their economy wasn't great when Putin took charge).

I think another element of the psychology (I seem to recall reading this a long time ago) is some people like being told what to do.

First they came for the socialists, and I did not speak out—
Because I was not a socialist.

Then they came for the trade unionists, and I did not speak out—
Because I was not a trade unionist.

Then they came for the Jews, and I did not speak out—
Because I was not a Jew.

Then they came for me—and there was no one left to speak for me.