Tyler Cowen has the answer. In short, voters will blame governors, not U.S. senators, for state fiscal problems.
Governors and state legislators might have a bit more clout at the federal level if it weren't for that darn 17th Amendment. It's been suggested that the 17th Amendment contributed to the expansion of the federal government; which makes it all the more painfully ironic that states get a bit of short shrift in this biggest expansion of them all.