They get a message, but they quite reliably learn the wrong lesson: They think the voters aren't turning out because the candidates aren't "centrist" (read that: "liberal") enough. Voters are "turned off" by "conservative" candidates. This is how we got Romney and McQueeg.
I think the GOPe crowd is stupid, but not quite that stupid. Nonetheless, voting for the opponent of a RINO cannot possible do any good. I am not going to vote for the "lesser of two evils" and I sure as hell am not going to vote for evil in protest.