no one says they want to be wrong
but:
1) elections are sparse. even if you are wrong nobody is going to remember or pay attention to it in another 4 years. CBS poll was like 17th out of 25 in 2008. Nobody cares.
2) gets people talking, gets people checking out their page, which translates to revenue
3) some papers are lazy and want to get data out immediately. The story and the talk around it is likely more important, especially when taking into account #1
I guarantee you the campaigns aren't following the NYT or CBS or other random polls to help project what they do in the race. There is a reason for that. They have their own in house high quality pollsters who probably have a much higher grasp on what is going on. That goes for both campaigns
OK then why would they all be wrong in the Democrats favor?