How could he leave the GOP when he never was a member?
Remember Dennis DeConcini? DeConcini was the Democrat senator from Arizona and fellow involvee in Keathing 5. He was more conservative than McCain on a number of issues. It was he that actually pushed through an amendement to allow the United States to reopen the Panama Canal by military force, if necessary, in the event of closure by a hostile Panama regime or anyone else who took over canal operations.
This could be critical now that a ChiCom venture (Hutchinson-Wampoa) is running operations. At the time, the Democrats had a supermajority in the senate and it would have been easy for DeConcini to roll over and play "see no evil." But he did not.
Contrast that to the time when the Republicans had a senate majority and McCain chose to stab conservatives in the back!