I'd point out that they all held firm in preventing a vote on Obama's Supreme Court nominee, and in approving Gorsuch. Had that vote gone differently, the Second Amendment and Citizens United probably would have been toast within three years at the latest. That's a very big deal.
That being said, we need to emphasize conservativism in primaries. Unfortunately, there just weren't enough conservative voters to unseat Murkowski, Collins, or even McCain in their last elections.
Long before the 2016 primary and election, I argued that "conservatism" had done an awful job of educating and selling itself. It had rested on past laurels, for a long time.
Gone were the times when Reagan, Milton Friedman and others advanced conservatism as the best solution for the economy, for personal freedom, etc. Gingrich may have been the last prominent figure capable of that. Surely it was not bumbling GW Bush, Dole, McCain or Romney. I can't think of anybody in last year's field of 16 that impressed me on that count, either.
So if there is a shortage of conservative voters, I am not surprised. The flipside is the results; namely holding many office.