I think this is a very good question. Clearly there was a LOT from the "men's" alliance we weren't shown -- that or they are REALLY stupid. It appears that Rob et. al. really did a number on Roger, Dave and Butch, to the point where NONE of those three held out for immunity. As to why R/D/B targetted Christy over one of the other women, I cannot say. I think it would have been much smarter to (try) to take out Heidi or Jenna since Butch and Roger had to some extent bonded with Christy and they might have been able to use her later on down the line.
My guess is really that R/D/B really were simply super cocky, and were swayed by Rob's promise that the boys would stick together. The "sleeping with the enemy" quote for next week makes loads of sense now -- both from the preview showing Heidi/Dave literally sleeping together, and from the perspective of the betrayed men's alliance having to now "sleep" with the betrayers.
After last night, at first I was dismissing the idea of a Butch/Christy alliance. However, if they have two brain cells to rub together, Butch will realize that if he doesn't do something fast he is a deadman, and Christy will realize that she's no higher than #5 in the Deena/Rob alliance, so maybe they'll try to put something together.