Why would a black Democrat even want to run for governor in MS?
Why would any Democrat? Probably just to get some attention or to represent their party.
White Democrats (such as Ronnie Musgrove, Barbour's predecessor) can and do win. Black Democrats cannot and do not.
Musgrove won narrowly in 1999 & lost re-election by 7% in 2003. As ScottM pointed out, Mississippi has become more Republican since then. White Democrats have won the Governor's mansion in Mississippi in our lifetimes, but they probably can't today, barring extraordinary circumstances.
