You don't think the Republicans want that too?
All Democrat politicians at the state and federal level support bad policies. In general these Democrats are evil, heinous people no mater how likable they may appear (don’t give me that good intention argument). Many Republicans are likewise (Grahm, SC), but certainly not all Republicans are bad.
A third party that splits the conservative movement only helps to promote the evil Democrats.
Maybe the Republicans can promote policies that entice productive people to actually want to invest and stay in the US