Show me the stats on that.
From a reliable source of course.
The reason is obvious: Consider the income levels necessary to pay for the expensive real estate here. Those high incomes pay higher income taxes, as do all the fabulously successful high tech companies out here. That high cost of living sends people elsewhere to retire. Hence, high net revenue transfer.
Most online sources don't go back very far, but if you need an example try the numbers from 1990-98 from the Statistical Abstract of the United States. Be sure to compare them with other States which you think so frugal. There are quite a few surprises in that listing.