It probably depends where in the state you live. For instance, my state, Pennsylvania, comes out about average on this graphic. However, I live in western PA, near Pittsburgh. I know that the cost of living here is much lower than it is in the eastern part of the state nearer to Philly.
Probably it’s much the same in other states. NY is probably much cheaper if you’d ignore the NYC area. Similarly, with WA, probably it’s the Seattle area that drags the numbers down.
While NYC is expensive, it can also be affordable given the access to mass transit and variety of venues to buy your stuff from.
Outside of NYC, NY State truly sucks from Niagara to East Hampton. The property taxes are insane, there are numerous State and local taxes and the business climate is unfriendly to say the least. Every State and local agency has its hand out and will make your life miserable to justify their existence. Gas is expensive and winters get brutal as you go further inland.
Manufacturing has abandoned the state and upstate looks like Appalachia outside of the small towns surrounding the state universities.
We are losing people faster than any other state for all the above.