Republicans really should have campaigned harder in 2004. Bush might not have been able to win the state, but it could have been very close. Additionally, a swing to Bush would have translated into a swing for Bill Lee and the GOP probably would have won the Governor's mansion.
That would mean the Republicans would have to spend money in the Philadelphia media market, which would have been a huge waste of funds. It's similar to New Jersey in that the Republicans could have made it closer, but then they would have had to run ads in the NYC media market.