I believe it's because they felt if they combined their efforts in a friendly district, they would have a better chance of succeeding and setting a precedent that would make it to the Supreme Court.
It cannot exist in one district and not another.
Yes, it can. I can cite cases where that's true, because the US government declined to appeal, apparently because they didn't want to risk widening the scope of the decision.
Look up US vs. Rock Island Armory.
Thanks Justlurking, I’ll go check that out. Uhng, I want this thing tossed so bad...