Democrats simply have not - until this very day - realize nor recognize how and why they lost an election, an election that Clinton was supposedly going to win overwhelmingly 84% to 16%.
This Executive Order that  Ags are challenging is one of the very reason why and how they the Democrats lost Election 2016.
In Election 2016, the talking points - bigot, religion based ban, racist, etc. - were all useless and meaningless because Trump won in spite of those talking points.
Those same talking points are all also useless and meaningless because Trump will go full speed ahead doing what he promised to do in Election 2016,
As for these challenges? 
They are all frivolous.