Ok I think here's Kyrie's problem. He has the eccentricities of a Dennis Rodman but not the personal flamboyance. I think people always treated Dennis Rodman as "weird" because he presented as "weird." All the piercings and the weird dresses and the different hair colors. Even MJ seemed to chuckle and shrug at his antics.
Kyrie has a sweet baby face. He wears the universal NBA off-court uniform of some sort of sweatshirt/jeans combo. His social media is a fairly innocuous tribute to his family and his charities. He's not a niche player the way Dennis was -- he's that ubiquitous short (by NBA standards) point guard with great ball-handling skills. (He's amazing in what he does, but the NBA right now has a bunch of players with very similar skill sets.) So because he looks so normal, people expect him to be normal.
Idk if that makes sense, but I feel like Dennis Rodman got away with weird because people expected it.