They lost winnable seats in the U.S. Senate and governorship in 2018.
Lol no. Those seats were absolutely not winnable for Democrats. Maybe (and that's only a maybe) if Bredesen was the sitting governor, a la Scott or Hassan. Aside from that, he was running in a favorable year for an open seat against a crazy partisan hack and didn't have residency/lobbying issues like Bayh. If BREDESEN couldn't win or even keep it fairly close under those circumstances, it's hard to see any Democrat having a path to victory. It's a shame, because it's good for states to have healthy competition.
As for the governor's race, Haslam was popular, and Tennessee voters probably figured Bill Lee would pretty much continue the path set by him. If it ain't broken, don't fix it.