A lawsuit is not evidence and an affidavit is not evidence. If I say you stole my car, and my neighbor signs a statement saying he saw you steal my car, it's not evidence. Strange as it sounds, the accusation of a crime is not proof of a crime.
Giuliani is currently consulting with researchers from Liberty University who are working to prove the existence of Schrodinger's Evidence, which is evidence outside of a courtroom and not evidence inside a courtroom.
They keep saying affidavits and "statistical analysis", without providing the statistical analysis to the public. Nor is there much in the way of statistical analysis that can show voter fraud or election fraud in the first place, as we are talking blind ballots in small precincts.
Trump campaigned on a long series of lies, half truths, and three word slogans and his base was never in any mind to demand more. This is the Giuliani strategy and it simply doesn't work once one steps out of the group.
It's strange to see an attorney with so much experience make such bone headed mistakes. All their talk about appeals and going to the Supreme Court is a fantasy. An appeal has to be based on some claimed error in the procedure. The suit was dismissed for lack of a claim and lack of evidence. An appeal is a review of the conclusion, not the arguments. No appeals court is going spend more than the time it takes to look over a summary and see there are no issues to decide.
Since they have denied having evidence of fraud, this leaves two possible arguments. First, the states violated their laws in counting the ballots, or second, the state's election laws are unconstitutional. Neither argument was made. The core of Giuliani's claim is the vote counting was not perfect, therefore is invalid.