That's because otherwise all he has to do is reach across the isle.
Why should he spend any money if people of AZ are going to vote R instead of conservative? I voted early, and voted third party instead of Juan McShame.
Just imagine a world where John McCain loses his Senate position.
And Harry Reid stays in control of the Senate by one vote.
Battles - including the battle for the re-ascension of conservatism - is incremental and done in steps. First, you get rid of the Democrats, then you start replacing RINOs. Trying to do both at once is a great way to ensure failure on both counts...