This seat could have been his for the taking.
Second, Rossi has made it clear that he wants to change things in his home state of WA. After 20+ years of ruinous 'Rat rule in Olympia, that is a priority goal for anyone with any sense of loyalty to one's state. Being Governor is the best way to do that, not Senator. Being a junior Senator from a state with little political clout in DC, 3000 miles from home, dealing with arcane national issues, one vote out of a hundred, probably has little influence on how things go in your state. Senators do not pick heads of state agencies, draft budgets and establish state budget priorities, or work with the state legislature on issues of state-level importance. Governors do.
While he may not have said so in words, my impression is that Rossi wants to be Governor, not Senator, and views the Senate seat as kind of a second-rate consolation prize. He won the governorship of Washington in any honest accounting of the election results (there were two of them) and had it stolen in a brazen, in-your-face theft by the 'Rats. Why should he settle for a do-nothing consolation prize when he legitimately won the office he wants to hold?
Finally, again although unspoken, it is probably Rossi's impression that CantDoWell is going to be re-elected anyway. She has had six years to get entrenched and fix things up with the liberal (by and large) electorate of SayWa (the home of Osama Bin Murray, for cripes' sake). Fraudoire was a lousy campaigner and didn't generate a lot of enthusiasm. StupidWell will not make that mistake.