In my experience, when the court says that, they are telling you that you are going to lose.
Even so, you are right, the GOP should tell them to stick it. They need to get this case through the system as fast as they can. If their circuit is liberal, they have got to get it to the Supremes. It is amazing to see how far libs will go now to usurp authority.
Whats amazing is that there seems to be nothing to stop them getting away with it.