Apart from the quaint US colloquialisms about "screwing pooches" and something called a "pussy hat" neither of which I understood but guessed the first and am none the wiser about the second, it is easy to see why these 6 Governors wouldn't want to be tarred with the same brush as the NDC executive or whatever runs it. Putting aside the obvious opprobrium and the collective embarrassment of losing so badly, they would be next on the Orange Baboon's hit list, where extraordinary sums of Republican $ would be spent to punish these 6 Dem Governors electorally, including the one whose term will end (personal smears & defamatory comments, anyone!).
It's also notable that following any election loss, protagonists are too happy to distance themselves from the rout and the failure. This may well be the case too.