Fox's tilt to the right balances most of the media's tilt to the left. It's all a matter of perspective.
The Dems aren't accustomed to being challenged or getting tough questions. So, not surprisingly, they're afraid to go on Chris Wallace's show. Wallace is tough. I've seen him drill Republicans mercilessly with questions. That's what voters want to see. Wallace would be equally merciless with Democrats and and apparently, that scares them. They say Fox is unfairly "right wing", so they have banned together to boycott it. That will only work for so long. It only makes the Dems look weak and unsure of their own convictions.