Yeah that doesn’t mean they’re gonna send a Republican to the Senate at all, though, or that it’s a risk if you run anyone other than Menendez or a robot.
Northeastern Republicans are capable of winning governorships as moderates, largely because they’ll have to work with a Democratic-controlled legislature to get anything done. The dynamic isn’t the same for a legislator vs an executive.
Source: have watched Massachusetts elect several Republican governors in my lifetime.