This is Montana. Just because it is a purple state on a statewide level does not, in any way, mean that gun control is insanely popular.
I know. All I could find on Curtis's "anti-gun" campaigning is speaking for background checks, which 90% of Americans, and supermajorities in every state, support.
That's all there is to it. While 90% of Americans do support it, her outspoken advocacy for it will make it easy to paint her as a gun grabber, and Montana is a very rural, pro-gun state. There's a reason that it failed while 90% of Americans support it, which is that supporting it and then facing a pro-gun electorate is quite perilous because it's easy to say that you 'support gun control initiatives'. Curtis' other problem is that Democrats have almost certainly triaged Montana and won't be helping her out much. Obama lost 55-42 in a more Democratic environment than 2014. I strongly, strongly doubt Curtis will reach 40%. Daines reaching 60, on second thought, might be a bit of a reach in Montana with a third-party on the ballot, but it's not impossible; Rehberg was nothing special as a candidate, but he still beat a legitimate challenger (Monica Lindeen, who passed up this race as she thought her chances of winning were too low) 59-39 in 2006, and eclipsed 60% in 2008. The environment was much worse for Republicans then; Obama came within a few points of winning Montana in 2008.