Trump's candidacy was an issue-oriented candidacy. He ran on a certain set of policy proposals that are very important to a lot of us. Issues we have been waiting decades for a politician to address (ever sense NAFTA and the trade polices of the 1990's bankrupted our towns and drove all our jobs overseas). So there is no way we are going to abandon him over the silly drama of politics.
I don't necessarily shun conservatism. I agree with them on certain issues - such as the right to bear arms etc. They just have a different set of priorities.