If he ran in Utah in the 2004 election, he would he would have been against 2 term incumbent Senator Bennett who won his reelection by over 40 points IOTL. If he waited until 2006, he would have ran against 5 term incumbent Senator Hatch who won his reelection by over 30 points IOTL. I don't see how a person with some notoriety due to winning millions on 'Jeopardy' is going to close those margins of victory in Utah.