The answer, as always with questions like this, is that a simplistic one-dimensional political identification is not an adequate description of current US politics. (Or probably any politics, anywhere.) See for instance the Nolan Chart https://en.wikipedia.org/wiki/Nolan_Chart for one example of how politics can be expanded to two dimensions.
In the case of the 2016 election, it is fairly obvious that Trump's stated positions are not traditionally conservative by any means, but more authoritarian/populist, and so offend many more conservative/libertarian voters. Consider for instance traditionally conservative views on free trade, versus Trump's call for trade barriers & tariffs.
In addition, there are a couple of axes that have little, if anything, to do with politics. Sex is the obvious one, since there are people who would not vote for any woman even if they agreed with 100% of her platform, and others who would vote for her simply because of her sex. Then there's the personality factor: many people had negative opinions of Trump and/or Clinton as individuals, quite apart from their politics.
PS: You might also look at the "big tent" idea https://en.wikipedia.org/wiki/Big_tent#United_States as it applied to the Republican party from the Reagan era until today. The original thought was to enlarge the party by attracting the so-called "religious right", who are seemingly a greater fraction of the population in the midwest and south. That in turn repelled many of the more libertarian sort of conservatives, who are a greater fraction in the west.
