The states who pay more and get less include California, Illinois, Massachusetts, Minnesota, New York, and New Jersey.

This has been proven time and again.
Why do the Republicans keep bragging about their pauper states?

Without plunging down a rabbit hole here, dating back to the Reagan era there's been a mythos built up that conservatives are makers and liberals are takers. Or use thrifty and spendthrift. And so on. As such, it has taken on a certain kind of reality in certain quarters.

And when something is core to your identity, it has to be sustained.

We all know there are thrifty liberals and thrifty conservatives. And vice-versa. I doubt he's (in his mind) referring to anything as complex as federal and state budgets -- just maintaining the message as handed down through the decades.

I think it's as simple as that.