Well the step to the right thing isn't the most inexplicable part of it. The SNP started as a single issue party and there's No reason why a right leaning person wouldn't have joined it.
The hard bit to explain is that the Conservative Party is opposed to Scottish independence.
It has been a centre left party for a few political generations. I think that it's perfectly possible to have changed your mind in or to think that it's the right time for independence but it is a big jump to go from being a member of parliament of the SNP elected less than 4 years ago to opposing independence.
And it's not even as if it's an obvious careerist move.