It does cost more to live in the bluer states. Why do you suppose that is? It's the basic law of supply and demand.
I'm not saying we don't have our problems. Affordable housing is certainly one of them. If you want to live in New York City, it's going to cost more than it would in Rooster's trailerhood. Reminds me of Carl Sandberg's "Chicago". (I know a well-rounded individual like yourself is no doubt familiar with that poem)
And having answered so I turn once more to those who sneer at this my city, and I give them back the sneer and say to them: Come and show me another city with lifted head singing so proud to be alive and coarse and strong and cunning.