Arizona is not a solidly blue state, and Mark Kelly is unusually popular for a senator.
Arizona Democrats also don’t have that deep of a bench to pull out a candidate that’s a lock for a statewide race.
I’m not saying it’s impossible for any Democrat to win the election for Mark Kelly’s seat, I am saying it’s a significant risk that they probably won’t want to take.
And that’s before taking into account that Arizona Democrats already have a handful with the seat being left open by their current manic pixie dream senator.