But what’s more corrupt is the fact that he has the power to appoint a replacement at all. Blame the seventeenth amendment, which has this to say:
When vacancies happen in the representation of any State in the Senate, the executive authority of each State shall issue writs of election to fill such vacancies: Provided, That the legislature of any State may empower the executive thereof to make temporary appointments until the people fill the vacancies by election as the legislature may direct.
A state can call a quick by-election, but it need not. The Governor – if the state legislature agrees – can appoint anyone to fill the vacancy, unelected, often until the next set of normal biennial elections.
It’s a corrupt power, one of a number in US politics – presidential pardons being the most egregious example. It allows someone in one part of the system to meddle with the workings of a part that’s supposed to be separate, to the benefit of whomever that person likes.
(Not that other countries don’t also have systemic corruption – the UK, after all, has an entirely unelected upper house.)