What exactly would you have done? Go through another budget crisis and govt shutdown? How well did that work out for the Republicans last time? And right now, the GOP doesn't even have control of the Senate yet. The smart move on immigration is let it play out in the courts first, where it will likely be ruled unconstitutional. There is a good chance that the SC is going to effectively kill Obamacare, they have the case and will decide it in just 6 months. That's the smart play, not starting wars that you can't win and that will end in another humiliation.
And if you think it's a grand idea to try to block an entire govt budget over issues that you lost years ago, see how you'll like it when the libs start doing it too. If anything and everything you don't like is now grounds for refusing to pass a budget that funds the govt, then you'll have chaos. And you also have the simple fact that last time the GOP tried it, they failed, capitulated and polls all showed the GOP got the overwhelming part of the blame. Yet, you want to go there again?