Because they know that Bush is set on this plan of open borders and uniting Mexico with America. and they know they can't do anything about it. They also know that a Democrat president would give instant citizenship to 12 million illegals, as Bush will eventually do, but the Democrats will get it done faster.
They also see that a Democrat win would drive a stake through the heart of what is left of America. Democrat appointed judges, no homeland security, more outlandish spending, and on and on.
Basically, the Republicans know America is headed for destruction, due to the more and more massive illegal immigration that is coming. They want to enjoy at least a few more relatively good years before the end. And they believe Bush can provide those relatively good years, and to heck with the pain and suffering of those whose lives have already been destroyed with illegal crime, etc.