Take Ted Cruz in Texas, for example. Cruz, a conservative of Cuban descent with a political profile that is similar to Rubio's, could use a nod from the Florida senator as much as anyone. Cruz speaks highly of Rubio and is often compared to him. But Rubio won't endorse Cruz; it's too dangerous a proposition. Lt. Gov. David Dewhurst, the frontrunning Senate contender Cruz is trying to chase down, is hardly Charlie Crist in terms of his politics, and has shown no signs of slowing down in his well-funded bid.
For Rubio, like almost any candidate, an endorsement decision is made only after taking many factors under consideration, not the least of which is one's own political profile. Don't expect too many head-turning, underdog endorsements form the senator who himself was, not too long ago, a head-turning, underdog Senate candidate.