I believe that delegates have the option of abstaining from a first round vote. Not sure of this, but read it on another thread from one who seemed to know what he/she was talking about.
This would be an interesting twist if the delegate were actually for Cruz but was bound to Trump for the first ballot. Hmmm....
From what I gathered, were a delegate to abstain, this would also lower the vote count required for majority (50%+1) as if that state had one less delegate.