They certainly should. The members voted overwhelmingly two times for Corbyn as leader. He then held May to a hung Parliament in the 2017 General Election, in spite of polls and a tidal wave of media hostility.
If any of these AMs and MPs feel more at home in the Tory or Liberal Democrat parties, they should go and join them.
To not do so is to block democracy. It’s saying ‘you can have any colour party you like, as long as it’s blue.’
We don’t vote Labour in order to get Tory.