There's a theory going on that Alito and Roberts withheld their support because they wanted a better case to come along before they committed to taking the issue up. Peruta was a weak case from the onset. Even Alan Gura, the big SCOTUS litigant for 2A had distanced himself from that case. The theory goes that had SCOTUS taken this case, it would have gone 5-4 with Kennedy voting with the liberal wing. And that would have sent a very bad precedent for future cases. Of course, they allowed Thomas to write the dissent, and allowed Gorsuch to join it in order to establish his position on the issue.
I think that the conservative wing of SCOTUS is waiting for two things.... 1) For Kennedy to retire (and perhaps also one of the liberal justices), and we desperately need that to happen soon. And 2): they're waiting for a rock solid case to come before them. The next significant one up is the following:
Charles Nichols v. Edmund Brown, Jr., et al
Nichols v. Brown
Appeal No.: 14-55873
Hopefully, by the time it reaches SCOTUS, we'll have Kennedy replaced and one of the liberals on the way out.