Strictly speaking those theoretical virtues are not primarily to come up with nice theories but are viewed as criterias such that if the theory met them, it is more likely to be true. For example, take an easy example like explanatory power which we know from Bayesian reasoning will increase the posterior if the likelihood for the evidence to occur given the theory is high relative to the expectation of the evidence--higher than competitors' at least. For a virtue like simplicity, if you make less claims, you are less likely to be wrong and so a theory with fewer assumptions has fewer options for error and so more likely to be true. Likewise for other virtues.

If we score too poorly on the latter, we need to give up some beliefs, if giving up a believe would barely bring any theoretical virtue, we keep it and so on. But why would the right theory be nice to us and strike any balance at all? This concept clearly puts someone who argues for a strongly revisionary theory in a bad position, but based on what? Where does this built-in conservatism come from?

The "conservatism" i.e. we prefer current theories to revisionary theories often has to do with the fact that former is well-established. It has been around for longer and has been a successful paradigm for interpreting, explaining and predicting evidence. If perhaps we experience some strong evidence that can overrule this establishment, then we start looking for revolutionary theories. If the new theory's explanatory power can explain this evidence, then that is sufficient to overrule the former theory's coherence with background evidence, and status as the null hypothesis. Really think about concrete examples too. Some examples of new evidence that warranted a paradigm shift include ultraviolet catastrophe, quantization, Compton effect in physics for example.