That's because in most states, delegates become "unbound" and are free to support other contenders as soon as their candidate withdraws. 
They don't necessarily have to gravitate toward the front-runner at a contested convention, or, in the case of Rubio's delegates, the candidate the Florida senator may ultimately choose to endorse. 
They would become essentially free agents, prizes to be wooed by the candidates duking it out in Cleveland. 
However some states bind their delegates to the first ballot no matter what.
In Tennessee, delegates are bound for two rounds of voting, while in Iowa, Texas, Virginia, Montana, Nevada, Puerto Rico and Washington, candidates are bound for at least one round of voting whether or not the candidate has withdrawn.
In South Carolina, delegates are bound to the candidate for the first ballot. However, if the winner is not nominated, they are bound to the candidate who finished second or third in the state. 
The various state laws mean that while some of the delegates can already peel off to other candidates, many would have to wait until after a first ballot in order to be able to vote for another candidate still in the race. 
It remains unclear whether front-runner Trump might be able to reach 1,237 delegates before the convention and avoid this drama. He currently has 661; Ted Cruz has 406; and John Kasich has 142. 
Those, such as Kasich, who are banking on the prospect of a contested convention, where the delegates of ex-candidates and other factors could be in play, see a blueprint in past races dating back decades. 
Since 1880, there have been eight contested GOP conventions and in five of those, the eventual winner did not go into the convention with a plurality of delegates. 
In the 1976 Republican convention, it was the unbound delegates moving toward President Gerald Ford instead of Ronald Reagan that handed Ford the nomination that year. Ford held a slight lead going into the convention, but was shy of an outright majority.
In part by using the power of the White House, with promises of visits and patronage to woo over delegates, Ford won the nomination on the first ballot, by a slim 60 votes.