1) He did not get his ass to the upstate area to campaign. Complain all you want about the Evil Hag, but she at least was upstate campaigning constantly.
2) Lazio was/is a lightweight politician.
3) Someone from the McCain campaign was on Lazio's staff, running the show.
4) Lazio's blind ambition, as witnessed by his yipping at Guilliani's heals when the Mayor was still in the race, turned off a lot of people.
That enough for ya?