I guess this is one of the big mysteries of this campaign, that Trump wouldn't understand that doing it would destroy the marketability of his brand.
And that would have happened even if he wasn't so horrible (I'm sure he's unaware of that part). Choose sides so strongly and you lose your broad appeal. Sure plenty of CEOs get away with being identified with a particular cause or party, but the branding of their companies/products isn't tied up with the branding of the CEO. The Trump brand is Trump, as weird as that seems now.