Because he's either "Little Marco", a far-right tea partier, a fake moderate, or a guy who ran a terrible campaign.
All that and then some.
He talks about empathy with the average citizen a great deal, but his whole career is about sucking up to donors.
He's also a guy who ran for President and who's always being looked at as a Presidential candidate, but not a guy who strikes people as their idea of a President. He comes off as a follower and not a leader. A guy who would be a Cabinet Secretary, an Adviser, a key Ambassador, but never a PRESIDENT, and not really a "leader" in the vein people want leadership.
Donald Trump is a LEADER. Whatever you think of him, he has that quality. He LEADS. People FOLLOW. Whether Trump is good or bad is another question, but he LEADS. Rubio calculates, fakes being bold while playing it safe. And he's a guy for whom more than one prominent Republican has had to get out of the way for. None of that makes you their favorite.