You cannot support your contention with data because it didn't cost Trump the Presidency. Trump knew he had lost the Presidency before Election Day.

I agree there's no way to prove the counter-factual. But if you're genuinely trying to understand how this belief took hold in the GOP, it's helpful to look at the vote totals.

In 2016 (Trump v. Clinton), there were about 6.1 million votes cast in Pennsylvania. Fewer than 300,000 votes - less than 5% - were vote-by-mail.

In 20202 (Trump v. Biden), there were about 6.8 million votes cast in Pennsylvania. In this election, though, more than 2.6 million - nearly 40% - were vote-by-mail. Biden won the mail-in vote by nearly 1.4 million ballots (2 million to 600K), for a 75/25 split against Trump. The overall election, though, was decided by only 21K votes.

There is no way of knowing how much of the massive increase in mail-in voting was due to changes made in Pennsylvania's voting procedures, and how much would have just happened anyway due to Covid under the old rules. Given that the purpose of the rule changes was to make it easier for people to vote by mail, however, it is difficult to argue that none of that 1.4 million vote margin stemmed from the rule changes. There's no way to prove the counterfactual that Trump would have won under the old rules - but part of the reason he knew he had lost before the election is because massive numbers of mail-in ballots had already been cast, and the campaigns knew (roughly) who had requested and returned those ballots.

Back in the immediate aftermath of the election, conservatives were constantly talking about the massive upsurge in mail-in voting in swing states, how Biden dominated mail-in voting, and how it was due largely to changes in the voting rules. That discussion got mixed in with all the absolutely specious and often deliberately misleading discussions about actual voter fraud. That toxic and misleading mix translated into a lot of conservatives complaining about significant "fraud" (of which there was virtually no proof), when instead the only significant complaint would have been about the rule changes (which were legal at the time the election was held and did not render the votes invalid, but which Republicans felt were deeply unfair and adopted by improper means).

Flash forward to 2024, and those resentments about the rule changes have metastasized into a general belief that the election was "illegitimate" or "rigged."