Evidence was gathered. The courts never allowed the evidence to be heard.
Not much, actually. Trump never even made the accusation of “fraud” in a court of law. He made arguments about procedure, and requested delays in the process. The biggest lawsuit was actually being driven by Texas under an equal protection claim, not actual fraud. Regarding claims of fraud, Trump was told he would have to gather specific evidence and wait until after the election, in order to demonstrate damages, which is similar to what Lake is going through now in Arizona. But after the certification of the 2020 election Trump didn’t do anything I’m aware of, other than fundraise on the promise he would do something. I assumed that it would be more than tweet.
The appointment of the President is a reserved power of the 50 State Legislatures (+3 votes Congress gave itself in 1960). Courts have nothing to do with it, nor should they.