Because MT isn’t trending Democrat. In fact, it is Burns that was the rarity as a Republican Senator. MT has only elected two Republicans to the Senate since the popular vote began, once in 1946, and not again until Burns in 1988. The MT GOP has lost a string of achingly narrow Senate contests going back to the 1910s. Conversely, we’ve elected the bulk of Governors in the past half-century or so.
The legislature has usually been Republican in the past few decades, but was heavily gerrymandered after the 2002 elections to elect a rodent legislature, and it very narrowly did in 2004, but we won back the House in 2006 (one of the few gains we made anywhere) and are one seat away from the majority in the State Senate.
Schweitzer and Tester’s wins were entirely on the backs of troubled Republican incumbents.
That and the fact that there was a 3rd party to take enough votes to let the ‘rats win with 49%.