Because they do.
Many things the Republicans do don’t thrill me. However, both Heller and McDonald were 5-4 votes. Justices Scalia and Kennedy are both 78 years old. The only justice that is older is Justice Ginsberg at 81. All three could live years more or all three could die in the next two years giving President Obama up to three appointments to the Supreme Court. A Republican majority in the US Senate is the only fire wall we have to prevent three anti-gun justices.
Almost as important are the appointments to the District and Appeals Court level. These are lifetime appointments and we have seen how many of these judges have struggled to find any justification they can to deny Second Amendment rights.
The National Shooting Sports Foundation and their #Gunvote campaign have got it right in the video below. The Senate is the key.