Because the last Texas Governor who became President worked out so well! But a serious comment: I lived in Texas when George W. Bush was Governor, and his rather benign and conventional Wall Street Republican performance there (cutting taxes, "tort reform," bankrupting the state) simply would not have predicted the world-historic monster and war criminal he became as President. Perry, by contrast, has been as reactionary and morally heinous as a Governor can possibly be: he is the Texas Taliban incarnate, and whereas Governor Bush was disliked by the Texas Taliban because he paid no mind to their issues, Perry is their creation. America, be very, very afraid.
UPDATE: More from historian Juan Cole (Michigan).