Because there is no easy way to put the toothpaste back in the tube.

White House Struggles on Immigration Ruling

Excerpt:

It could ask the federal appeals court in New Orleans, the United States Court of Appeals for the Fifth Circuit, for a stay of Judge Hanen’s preliminary injunction. But that could be an uphill fight in a court dominated by Republican appointees. A stay is ordinarily granted to preserve the status quo. Were the program to move forward, its benefits and protections might be hard to take back. Without his preliminary injunction, Judge Hanen wrote, “There will be no effective way of putting the toothpaste back in the tube.” Any decision by the appeals court on a stay application would almost certainly be appealed to the Supreme Court.

Comment: They only have to drag this out 23 more months! See also Texas judge's immigration rebuke may be hard to challenge. Text of State of Texas vs United State of America. See President Obama's Executive Actions on Immigration