Nah, Republicans thought they had a chance at beating FDR for all three of his re-election bids (though they certainly weren't as confident as they were in 1948), and their belief was partly backed up by polling. For example, Wikipedia has
Gallup polls for all three elections, and you can see that a)Gallup's final poll was reasonably close to the actual result for each election, and b)the Republican candidate looked competitive at one point in each campaign.
Part of the reason for their confidence in 1944 specifically was that Willkie had run a relatively competitive campaign in 1940 (the margin isn't fully indicative of how close the race looked for much of the campaign) and a fairly strong Republican year in 1942 (when, for the first time since the early 1930s, Republicans came reasonably close to taking control of one chamber of Congress).
