Largely because that's the list of places where housing is super expensive:
https://en.wikipedia.org/wiki/List_of_U.S._states_by_median_home_price
#2 California $554K
#3 Massachusetts $422K
#5 Colorado. $397K
#6 Oregon $361K
#8 New Jersey $335K
#9 New York $322K
#10 Maryland $308K
#13 Rhode Island $300K
#25 Maine $242K
And where income is highest:
https://en.wikipedia.org/wiki/List_of_U.S._states_and_territories_by_income
#1 Maryland $90K
#2 Massachusetts $89K
#3 New Jersey $89K
#5 California $85K
#9 Colorado $82K
#14 New York $74K
#15 Rhode Island $74K
#18 Oregon $71K
#32 Maine $64K
People are moving out because it's desirable to live there and hence there's a lot of competition for housing. If you're not one of the top earners in the state, you can increase your relative standard of living by moving somewhere where it's cheaper.
