Why don't they win?

They are outspent and outgunned on every campaign. And they are usually inferior candidates, if not demonstrably worse people.

Here's a pretty good explanation, if you wanna get into it a little more. I can't promise it'll open in your region, but the website doesn't itself restrict anyone afaik. www.commoncause.org/colorado/dem...

First Past the Post Voting: Our Elections Explained