In fact, no political record is a good thing. That way you can’t be pinned down to anything like, say, a vote or a signed piece of legislation. People can look at your words, and your words don’t come out right, you were “just kidding.”
For certain voters on our side it is. It makes the candidate an "outsider", and allows them to project their own fantasies onto that person. And with no record, there is nothing to shatter the illusion.