In order to answer your question you need to delve into that state's history. Has it always been conservative? If the answer is yes, then your answer is that states "priorities" are not serving their people well (poor education, poor infrastructure, poor medical care).
Unfortunately states don't flip from one political party to another easily or quickly. What they prioritize is set by generational "trauma" - so to speak.
States that do well are a hub for diversity. Individuals go there for an education and stay because that's where the jobs - schools - hospitals etc. are.
Meanwhile the "poorer" states invoke (emphatically) states's rights while their state is not benefitting them and they are angered by other state's ability to manage themselves. (Then they look for a savior to see them and hear their struggles > in walks opportunistic Trump)
Ignorance breeds ignorance.
If you want a clearer understanding I suggest reading Hillbilly Elegy (don't watch the movie).
