I'm not a fan of the strongman approach no matter which party is doing it, but I think the argument is that conservatives want the power of an FDR-like figure absent any of the actual factors that contributed to the real FDR having that power.
FDR was faced with two of the greatest challenges to face the US, the great depression and WWII, and he had overwhelming support from the voters in how he was addressing those challenges as reaffirmed in 4 elections in a row. In my opinion that still doesn't justify FDR's extraordinary take on presidential power, and the passage of the 22nd amendment among other things seems to suggest mine was not an isolated view, but it's hard to argue FDR didn't have a unique set of circumstances and a rare mandate.
Some conservatives seem to want to emulate FDR's approach of having the President act like a King, but skip over the circumstances and mandate unique to FDR that "justified" that approach. It might be different if they were trying to build such a massive, enduring electoral mandate by identify some generational problem to solve with real solutions and a man or woman of destiny to embrace their historical moment. But they don't have any of that and are nevertheless jumping to the President=King step anyways, like a store brand FDR knockoff.