They've given interviews. According to them, Mamdani hasn't yet proven his viability among the general population, he only won a primary where 15% of the DNC participated with a plurality vote of 43%. Furthermore, some of them represent districts that hardlined against Mamdani such as neighborhoods in the southeastern part of Brooklyn. Mamdani won Brooklyn overall but the difference between neighborhoods he won and lost were very stark.

I agree with you, though, that they should endorse Mamdani. Any concerns about his type of socialism can be easily quelled with Mamdani's clear opposition to "communist countries".
Not endorsing Mamdani is just asking to split the vote and give Republicans the chance to fuck everything up.