Obviously it doesn't suck as much as being a coal miner does, but whether you go into the Senate because you want to get lots of media attention or because you want to actually get things done, the Senate will quickly drain the life out of you. Freshman senators are expected to largely keep their heads down, and it takes a long time to travel up the seniority system to get any real power or the ability to get much attention from national media. Of course, even once you have real power the Senate itself sucks so hard that you can't really get anything done.
I'm not surprised Bayh's retiring. It was just part of his journey towards the White House, a journey which he'll never complete.