Why do Democrats lose a lot?

Because in the minds of their most prominent figures, a "right thinking" person and a person who holds and fights for actual principles is are two different kinds of people. And only "right thinking" people get elected.

"I kind of realized the mayor of New Orleans has to take positions that are gonna be different than what the people of the state of Louisiana would take. And I think anybody whose watched me be the mayor of New Orleans and all of the hard decisions that I've made here, knows that I wasn't doing that with an eye toward being the governor of the state of Louisiana," he said. "I mean no right thinking person who wants to be governor takes down Confederate monuments in Louisiana. You just don't do that."

Aside, maybe, from bringing an end to the longstanding problems with the firefighters' pension system, lending his voice to those of the activists and citizens demanding the monuments come down was probably Mitch's greatest achievement at mayor.  Good thing he wasn't trying to be governor anymore by that point, I guess.