It's worth noting that Amy's elections have been in 2006, 2012, and 2018, which were all great years for Democrats. In 2012 and 2018 she faced only unfunded, token opposition. Her original election year of 2006 was a landslide year for the DFL. So it's not like she's been running around toppling GOP titans while the rest of her state swings around. Frankly she's never really had a serious electoral challenge.
Of course, this could be because she's so strong and popular that the GOP doesn't even bother trying to challenge her despite the swinginess of her state. After all, Norm Coleman could have tried to take her down but didn't.
Klobuchar won every Congressional District in 2018, including 2 that flipped to Republicans.