Contrary to conventional wisdom, they haven't been very successful in recent years in winning primary contests.
Since 2000, eight governors have sought the Democratic nomination for president. None of them won it, nor have any of them even won a single primary, with one single exception - Howard Dean won Vermont in 2000. That's it. Every other Democratic governor who has run for POTUS since 2000 has gotten knocked out of the primaries without winning a single state. In the current cycle, there have been three governors to declare candidacies, and two of them (Hickenlooper, Inslee) have already dropped out. The third one (Bullock) has no realistic hope of getting into any of the future debates, and will probably drop out before the primaries even begin.
It's more about challenging the broader conventional wisdom that governors always make the strongest presidential candidates than it is about anything particular to this specific election.
The last former governor to have a commanding win in a presidential election as a non-incumbent (president) was Bill Clinton. The last one to win as a non-incumbent with a sizable majority (or any majority, for that matter) was Ronald Reagan.