Trump threatening to run as a third party is irrelevant, because he didn’t.
Nonsense. The Republican establishment didn't want him to be the nominee, and they could have pulled off bullshit to stop him from being the nominee if they really wanted to, because primaries are not legally required to be free and fair. But, if they had done so, and Trump ran as a third party candidate, then they would have lost. Of course, there's also the fact that many of his supporters were/are passionate and armed, and if they had screwed him over too blatantly, there's no telling what could've happened. So the party establishment bent the knee and acquiested to what their base wanted. Because if they hadn't, Trump very well could've run as an independent and split the vote, at the very least.
As I said, the reason you don't see Republicans defecting from their party is because the party is responsive to their demands, because the base has already established a credible threat of defection. We can look further back to the last major third party candidate, who also split the right's vote and gave Bill Clinton the win.
I grew up around these people, in a conservative family in a red state. I understand how they think much better than some "saying" that liberals tell each other about people they've never met. They draw all sorts of red lines, and they're crazy enough to mean them.
When someone says, "You can pry my guns from my cold dead hands," they're not likely to fall in line behind a moderate Republican who supports gun control as a "lesser evil" or "the best we can do." It's "give me what I want, or else." My mother, a Catholic, is passionately opposed to abortion, claiming that it's the same as murder and that it's worse than the Holocaust in terms of lives lost. When I pointed out the various ways that Trump is a scumbag, she replied, exasperated, "And what am I supposed to do, vote for Clinton, who supports abortion?" I can promise you, if Trump had run third party, and the Republicans had for some reason nominated someone pro-choice, she would've followed Trump and voted third party.
A substantial number of these people believe that heaven and hell are literally real and that, as long as they stand by the right principles, whatever happens on earth, win or lose, doesn't even matter, because they will be eternally rewarded for being on the right side. The right is full of uncompromising fanatics who constantly make demands of their party and who cannot be reasoned with at all, and the party by now knows better than to try and call their bluff.
And it is precisely because of this that they have been so successful! Because the "strategy" of lesser evilism is so stupid, even if they wind up rejecting it for the wrong reasons, not understanding why it's stupid, they still wind up winning.
The problem is, the left has always been extremely compliant historically, bending the knee and falling in line very consistently, going back generations, and now when we say that something is an absolute moral red line, the Democratic party thinks we're bluffing and that we'll just fall in line like always. Which is exactly why it's absolutely essential to prove to them that we are not.
I mean, look at you, still saying "Do it." As if there was any possibility of that! If you insist on doing it the hard way, thinking that we're bluffing, then we'll just have to see how many elections it takes for you to understand our commitment. Honestly, I don't care whether you agree with me or not, so long as you understand that I have no intention whatsoever of flinching in this game of chicken. Because, once you understand that, no matter how "unreasonable" you think I'm being, your only option to get my vote is to get the party to respect my red lines. Funny how that works, isn't it?
It’s the proven strategy that works.
Ha! Is this what you call, "working?"
Even when your so-called "lesser evil" candidates win, they don't do shit to address any real problems. As mentioned, Obama continued a pointless war of aggression that got hundreds of thousands killed and accomplished nothing. Joe Biden raised military spending to record highs. Neither of them did anything close to what's necessary to address climate change, or wealth inequality, or any number of other crises. Biden had four years to give voters a reason to reject Trump, and he failed. These "lesser evil" candidates can't even consistently win against a dogshit opponent and when they do win, they fuck up or do nothing, things keep getting worse regardless, and the worse things get the more prone people are to turn to the far right, because they're the only ones presenting any kind of alternative to the status quo.
Lesser evilism has been proven not to work, which make sense, because it's also a completely illogical even in theory.