Here's some evidence that they may not.
It's a common point made by political scientists. Some analyses suggest that pocketbook economic conditions (change in disposable income) six months prior to an election best predicts election results. That being the case, the slip in the economy that began around April and May may have doomed any chance Democrats had of a good result, but history has consistently show that -- all things equal -- the party out of power is more motivated to vote in midterm elections than the party in power.