Because their primary voters insist on doing stupid things like trying to send indicted Senator Ted Stevens back to the Senate, and potentially doing the same with House of Representatives member Don Young: http://online.wsj.com/article/SB121988277457878041.html?mod=djemEditorialPage. If Young eventually secures the Republican nomination for Alaska's lone House seat and then loses in the general election, no big deal. However, the nomination of Stevens virtually guarantees that the Democrats will take his Senate seat, especially given that his trial is supposed to start just six weeks before the election.
Honestly, could they have been more stupid? In a year where even the most partisan Republican has to admit that the electorate is trending Democrat, they nominate an ethically-challenged octogenerian who is reviled by even his fellow Republicans? Way to go!