They can be moderate, it's just that their moderation doesn't do very much when, for example, they vote for Jim Inhofe to chair the Environment and Public Works Committee or Jeff Sessions to chair the Judiciary Committee or Mitch McConnell to decide which bills and amendments are voted on. I don't deny that Castle might vote with Democrats on a couple of bills (though I doubt he'd support cap and trade or robust health care reform), but just because he's a moderate doesn't mean that he's not making some very, very conservative elements, elements that the voters in Delaware do not want running the country, more powerful.
The difference between McConnell getting 42 organizational votes and 41 organizational votes is pretty much negligible. Does anyone seriously think Castle will be around in the Senate long enough to see Republicans retake the body?
But the difference between 40 and 41 votes is huge.