I suppose they thought they had leaders. But they were taken by surprise. At first they--and, to be fair. just about everyone else--believed Trump wasn't a serious threat. They assumed he'd fade after a few months. As he began to draw bigger and bigger crowds, they told themselves that was actually a good thing: he'd still crash and burn eventually, but at least some of his supporters--many of them new to the party, and even new to participating in the electoral process--would vote for the Republican candidate in the end.
There wasn't any serious opposition until the weeks leading up to the convention, and by then it was too late. Either way, they were screwed. If they tried to dump him, the millions who'd voted for him would feel disenfranchised, and rightly so. If they stuck with him, they'd face almost certain defeat in November, and possibly lose the Senate as well.
At no time did anyone try to take the lead, probably because they all feared that would have consequences for their own careers, one way or another. That was a mistake. Had there been a "visionary" with sense out there, perhaps that would have been his moment, had he made the right moves. As it was, they all seemed to be waiting for someone else to be the first to stick his toe in the water.
It wasn't till just before the convention that some GOP notables--the Bushes, John Kasich, and more--came out and said they couldn't support Trump. Perhaps they should have articulated those thoughts much earlier, while there was still plenty of time left in the primary season.
In any case, the aftermath of this election, if it ends as anticipated with a win for Hillary, will offer an opportunity for Republicans with new ideas.
If there are any.