Leonard Leo, the Federalist Society leader who drafted Donald Trump's list of potential Supreme Court justices, has a neat way of summarizing the dilemma Democrats face with Neil Gorsuch:
They need to figure out how they want to lose
What he means: Chuck Schumer and the red state Democrats can disappoint their base by choosing not to filibuster Gorsuch. Or, they can launch a filibuster which will likely end with Mitch McConnell using the nuclear option - meaning Republicans will steamroll Gorsuch through with a simple majority.
Why nuclear is worse for Dems: Every Supreme Court fight matters, but the next one is for all the marbles. Conservatives don't view Anthony Kennedy as one of their own. They believe adding Gorsuch to the court wouldn't bring a profound ideological swing, but the next justice could. Another originalist would threaten landmark decisions like Roe v. Wade, which is why normalizing the nuclear option this time around would give priceless flexibility to Republicans for when they really need it.