McConnel isn't -popular- in his state, but he is 'their guy'. Kentucky politics is often a case where you don't actually need to be well-liked personally, they just have to like that you can do your job. It's something neither the Democrats or actual RINOs (I'll get back to this) fundamentally get, so every time they try to take out McConnel they are going for a popularity contest where as McConnel's message is "I do my job" which resonates better.
To my RINO comment. McConnel isn't a RINO. The dude fundamentally doesn't care about individual politics. He, like Pelosi, has realized that he is happy to be king shit of shit mountain. Unlike Pelosi, McConnel views it as some sort of sacred duty to be the absolute avatar of the Senate whereas Pelosi views it as her throne to use. The reason everyone sees McConnel as a RINO is because his politics will go whichever way the Republican Senate blows, which has been RINOs by and large. You can see him being rather malleable in that he actually worked pretty well with Trump, only really counteracting him when Trump was blundering around due to his lack of political experience.