I was actually thinking about this a few days ago, where there's so many candidates that all of them decide to avoid states where they know it's almost impossible to win.
I know candidates have skipped Iowa or New Hampshire relatively successfully in the past, but I think doing any more than that (and possibly doing even that, this time around) is basically admitting defeat. There are enough candidates in that some of them are going to run in all the primaries and have a degree of representation in all the caucuses. Skipping contests is going to look like defeat after other candidates with similar profiles make any showing at all.
In Walker's case, with his inept pre-campaign, coming out with a "strategy" that says "well, I don't have a chance in Florida" feels off-putting, in exactly the way a would-be president shouldn't.