TNA Wrestling isn’t giving up on their pursuit of Alberto Del Rio. Del Rio is reportedly unhappy about the hold up in solidifying dates for the second season of Lucha Underground and TNA is hoping that will work to their advantage.
TNA is trying to sell not only Del Rio but Rey Mysterio as well on the fact they’d know their dates far in advance and would be able to get plenty of other work that can easily be planned around the TNA schedule. This isn’t really possible with Lucha Underground given the currently uncertainty with season two.
Remember, TNA was hoping to target Dolph Ziggler in the event he became a free agent and while the consensus is that he is going to re-sign with WWE, he hasn't signed yet. The fact TNA is trying to court major free agents also indicates they aren't waving the white flag in any fashion right now.