No they did not challenge it. To challenge it, they would have to have involved the Supreme Court. They can't just decide on their own, and this is just one reason why they will fail, and also why democrats will be a minority in congress in 2020.
Trump has made a career in tying up litigation in the courts. Dems would have demanded Trump release documents. Trump would ignore the request and let it take a year to reach the Supreme Court. Trump would again ignore the request and find new grounds to appeal.
Trump is a master at using the court system not hide his illegal acts