Maybe because they recognize him as a moral hypocrite. Partisanship and partisan loyalty shouldn't go so far as to compel one to defend the indefensible.
There's still almost a month to go before the election. If Moore steps down now, there may be a chance the seat can be saved. THAT's where partisanship comes into play. Sticking by an untenable candidate while his reputation implodes doesn't do the GOP, or conservatives, the least bit of good.
What is indefensible? None of the allegations have been proven. As long as there is no proof of the allegations against Moore and there are no criminal charges against him, then the party should stick by Moore. That is called loyalty, but it appears that with the Republican party, loyalty is a one-way street.
By the way, how can the seat be saved if Moore drops out? Is there any possibility at this late date the party can put forth another nominee? I'm inclined to think it's too late. If Moore drops out or is removed. then the seat goes to the Democrats.