Alison Lundergan Grimes couldn’t seek re-election as Kentucky’s secretary of state this year, but she still looms large over the race between Miss America 2000 Heather French Henry and attorney Michael G. Adams. Henry, a Democrat who has been supportive of Grimes as she’s faced allegations of overstepping her authority, has touted her work on behalf of veterans as the key reason voters should choose her on Nov. 5. She was commissioner of the state Department of Veterans Affairs under former Gov. Steve Beshear and was deputy commissioner under Gov. Matt Bevin until resigning earlier this year. Adams, an election-law...