He said he'd decide by May, not that he was running.
Messer's actions strongly suggest that he's running. Susan Brooks has already bowed out; Rokita may still challenge him but Messer's already out to a pretty solid head start.
Really, what the hell is so bad about Messer? He's way better than Lil' Marlin, and of the Indiana Republican Congressmen, he's the closest (personally) to Pence, who's VP. He should beat Donnelly, especially after all that happened last year.
Years have their own personalities. I agree that Donnelly may be likely to be defeated at the moment, but what happened in 2016 can easily be completely reversed in 2018. Indiana is actually a very good example of this, since it's recently swung heavily together with the prevailing winds:
√ Dan Coats (Republican) 56.4%
Brad Ellsworth (Democratic) 38.1%
Rebecca Sink-Burris (Libertarian) 5.4%
√ Joe Donnelly (Democratic) 50.0%
Richard Mourdock (Republican) 44.2%
Andrew Horning (Libertarian) 5.7%
Two-year difference there. Much bigger swing than would be necessary from the 2016 results to give Donnelly a victory.
