Colorado has not been a purple state in 8+ years and is going more solid blue by the year. In the 2022 election, there was one thought to be close statewide election. It was a blowout, 55.9% dem, 41.3% GOP. The 2020 presidential election had very similar results.
Sure, but every US state has such a local split. It’s relative to the proportion and size of dense urban areas, and has been at least since the early aughts. But every “coastal liberal” state (or whatever the “blue state” signifier is) swings sharply conservative as you trek out to less populated areas, with very rare exception. And every “red state” has at least a small island that deviates leftish, even Wyoming.
Think of Denver (700k) vs. Colorado Springs(450k) like SF(800k) vs. Oakland (450k) but unlike Oakland which is __roughly__ an extension of SF politics, CO Springs is deeply conservative to Denver's deep liberalism. CO Springs is home to the Air Force Academy and a number of military installations which underlies its politics. Its a "dense urban area" whose politics happens to be conservative. The skew left or right in Colorado typically comes from voter turn out in other areas of the state, e.g. Arapahoe, Jefferson, Boulder, Douglas and the swing of independent voters which makes up 45% of the electorate.
There are cities which run conservative. Bakersfield comes to mind in California, also roughly the size of CS, at 403k population.
The urban/rural alignment of liberal v. conservative politics is a good general rule of thumb. There are always exceptions.
But even (or especially) in deeply-conservative states, cities tend to be far more liberal. Salt Lake City (Utah), Austin (Texas), and Atlanta (Georgia) are particularly strong examples.
https://www.politico.com/2022-election/results/colorado/