Perry backed Rudy for his national security and strong executive skill and bonafides. And during that GOP Primary most Texans were backing Rudy.
This is an interesting article about where Texas' campaign money and support was going in '08. Things just aren't back and white. Texas donors on fence for 2008 election
What appears to be black and white is this: Perry and Giuliani seemed to get good results as executives in their localities. However, outside of those zones, few are impressed enough to promote them to the next level.