Ok, time to move this to toss-up. IceSpear raises a really good point. Perhaps that's why all the Tea Partiers run for Senate instead of Governor? So they can just breathe fire without having to actually accomplish anything?
Probably. Another reason could be that gubernatorial races are more about your policies and less about the scary black man in the White House.
It could also explain why dumb as a post Scott Brown decided to carpetbag to NH rather than run in the much more winnable MA gubernatorial race.