Actually?  They kinda really did....

https://www.nytimes.com/2017/06/21/us/pelosi-georgia-ossoff-democrats.html?mcubz=2

http://www.cnn.com/2017/06/21/politics/democrats-georgia-elections-analysis/index.html

and
"In public, the party insists that the mere act of keeping the contest close in a district the GOP routinely wins by over 20 points is a victory in itself. But behind closed doors, operatives and lawmakers expect a withering round of internal second-guessing if they come up short after pumping enough money into the pro-Ossoff effort to make it the most expensive congressional race ever."  (Politico)