Don't live in Kentucky, so don't know what ads are airing, but with such a huge lead, it feels as though Rove's group wouldn't waste money on this race.
There just aren't that many instances of a sitting U.S. Senator losing in their own party's primary, and this is a special case, as McConnell is the GOP leader in the Senate. Has there ever, in all of U.S. history, even been a case of a Senate leader losing in a statewide primary?
This is why McConnell and Boehner are so safe, they're party leaders, one the Speaker and the other the possible next Senate Majority Leader. Primary voters are simply not going to toss away that kind of influence for their state/district for a freshman with no power or sway.
McConnell isn't safe by a long shot. He very well could lose the general election.