IL and CT aren't going to swing because of unpopular governors. FL, WI and OH are all crucial swing states with unpopular governors, who are also very polarizing figures. If they were Democrats it would be bad news for Obama, it holds that this is bad news for the Republican nominee. It sure as hell can't help if a governor's endorsement and campaign help actually hurts you when trying to reach independents.
Strong progressives disapprove of Malloy almost universally but that would never hurt Obama. He has the same problem as Kasich and Walker--he is too right wing.