I think it is more a matter of minority areas like Bridgeport, Hartford, and Waterbury. If it were not for the voters in those three cities, the state would be quite red.
I remember Stamford in the 60s, they had huge slums of low-income housing, mostly black. It was all torn down in the 70s, and they turned Stamford into an upper-crust down with no poor people allowed. That is a neat trick if you can manage to do it.
Overall, I'm pleasantly surprised with how conservative Connecticut is overall. Many of my new neighbors are decidedly conservative and yard signs for Republicans outnumber those for Dems. Now I'm coming from Massachusetts which might skew my perspective a bit but it's a breath of fresh air nevertheless.