Why doesn't Hillary go full throttle and publicly challenge McCain to retract his endorsement of Donald Trump? Or else, the DSCC will make Arizona its #1 target. She should ask him whether he wishes to end his political career on his terms, or whether he wants to go down in disgrace.
Clinton and McCain are friends. Actually this is true of a lot of Republican congressmen who've been around a while, Clinton has a sort of detente with them because she wants to keep a good working relationship.
That is one factor.
Hillary Clinton might think that her chances of reelection are better if she gets along with Republicans in Congress, given the parties advantages with congressional elections (Democrats are probably going to lose a lot of seats in 2018 just because of how many seats they're defending.)
She also might not win a fight with McCain in Arizona. Part of his low approval rating is that some hard-core conservatives don't like him. If HRC attacks him, that'll be a convenient fight heading into a primary.