Trump isn't blue, he's purple. Not as conservative as Cruz, but a lot more conservative than Hillary. Unlike Cruz he can win the general.
It doesn't hurt that he departs from "conservative" orthodoxy on trade, which is almost as strong an issue as immigration.
A candidate who can't appeal to voters in states McCain and Romney lost can't win. Trump is the only man running who has shown any ability to bring in new voters. Cruz is appealing to the dwindling Christian right crowd that elected Reagan - in 1980! Trump is pro-Christian, he will fight to defend Christianity from the radical left, but he's not all that devout personally as far as I can see. But he's the best offer on the table. If you spurn him you'll get Hillary.
Is that what you want?
Trump is one of the few Republican candidates to show the ability to lose a general poll to Hillary.
That ought to matter.