Why have some conservatives been so supportive of the GOP focus on defunding Obamacare even though there was never any realistic prospect of success? 

Rush Limbaugh explains:

Now, I happened to glom onto the Cruz-Lee defund effort, and whether it had a chance of succeeding or not ultimately was not a reason to avoid it, to me. The defund effort, to me, happened to be attractive because it was led finally by somebody who could articulate conservatism. Ted Cruz.  I said, lo and behold, we got somebody who can articulate conservatism; somebody who can explain to the American people what's wrong with Obama, Obamacare, and the Democrat Party.

I thought there's value in that. The effort to defund had valor in it. It was a great objective.   

Which isn't to say he's conceding failure! Sometimes, he argues, failure is success:

If we never did things because it's said they're impossible, I shudder to think what wouldn't have ever gotten done in this country.  You never know until you start. And sometimes when you have an objective and you lay it out, maybe the defund people—I don't know.  Maybe there's a point where it's considered successful even if they don't reach that specific goal. 

In fact, he continued, the GOP has already succeeded no matter what the evidence says:

I think we're here. I think Obama's at 37 percent, the Democrats, I don't care what they think inside the Beltway. The Democrats are discombobulated. And I don't care about these polls that say that the Republicans are losing in the shutdown.  That is a poll you could do any day of the year and you're gonna get that result.  

And conservatism isn't about policy victories anyway:

You know, conservatism is not a list of policies. 

Conservatism is not tax cuts. Conservatism is a way of life that is rooted in values and traditions that have contributed to the greatness of this country. Conservatism is the way you live, and that just has to be pointed out to people. To people growing up today, conservatism... God, I shudder to think what it is.  What is conservatism to somebody that's 18 today?  Conservatism is a deranged, lunatic, stupid cowboy, George Bush who wanted to go into Iraq for no reason.

What do you think it is?

The way the media and the Democrat Party have defined conservatism today is a bastardization of what it is. One of the frustrating things is, the Republican Party has always been the modern day repository for conservatism, but you can't find anybody there who's willing to stand up and articulate it 'cause they're afraid to or they don't know what it is, or they don't believe in it, whatever. 

Plus, the victory would be clearer if only Obama was white:

We got one factor here that nobody knows how to deal with, and that's race, the race of the president.  That's what's got everybody stymied and shut down on our side.  That's what's got 'em palpably afraid to say or do anything.