First, they waited for Mueller's report without starting the impeachment process. Trump made many impeachable offenses, not just potential collusion with Russia (obstruction of justice, emolument clause, etc.). Clinton got impeached for far less.

Second, they played into their hands -- "no collusion". In fact, Mueller's investigation was not limited to potential collusion (obstruction of justice). Now "No collusion" becomes the rallying cry of his supporters. Unfortunately, most of his supporters can only understand slogans of a few words (e.g. MAGA, "lock her up").

The reality is there may be 6 more years of Trump, if not more.