We lost senate seats held by Democrat incumbents. Over 90% of incumbents are re-elected.
The exception was McSally's seat, which was a special case - she was chosen for the seat and was not an incumbent.
Romney is obnoxious, but he is a Republican and votes with the GOP. That is what is important.
Think practically. There are losses in every election. The GOP did far better than expected considering the anti-Trump hysteria and historical precedent.