It's obviously not impossible (hence 'Lean D' rather than 'Safe D') but McSally is a weaker incumbent, Kelly is a stronger challenges, and this is in a state with better demographics for Democrats and is trending their way rapidly, plus Trump and his effects are much more of a known quantity this time around than four years ago.
In 2016, 243 people thought Feingold would win, whereasonly 14 people thought Johnson would win, and half of those were probably "joke" votes for Johnson winning or an unrealistic R landslide. A good 45 people rated it as safe, and the majority of people put lean. Seems to me that people were pretty confident about this flip. For the majority of the election cycle, fivethirtyeight had Feingold at a 90% chnace of winning.