Why? They have specific goals they have publicly stated they want to have happen. Not the lies about 'free healthcare for illegals'.
Why should they vote for a CR that does nothing of the thing they want to do? The point of democracy is a compromise, everyone gets something of what they wanted. But they get nothing... so why should they vote for it?
And if the Republicans can't pass a bill on their on, it's on them to negotiate. Or get rid of the filibuster and pass it with a simple majority.