Several potential factors, in order of importance:

• Incumbency advantage. Seriously, never underestimate the power of a familiar name.
• State politics are still (somewhat) divorced from national politics. That's how Democrats have managed to win governorships in ruby-red places like Kentucky. Hell, the 3 states with the widest margins in favor of Biden in the 2020 election all currently have Republicans sitting in the governor's mansion!
• Natural statistical variation. These are very tight margins we're talking here! Barnes will only finish with <50k votes (0.7% of the tally) fewer than Evers.
• Some Americans like the idea of split ballots/divided government. A nonnegligible number of moderate voters, especially in the socially conservative Midwest, don't see partisan gridlock as a bad thing. Many are wary of either party having unified control of government and fear it will lead to rapid change.