That is a fundamental misunderstanding of the American political landscape.
In fact, every state, without exception, has conservative rural & small town counties.
And every big city has many conservatives, though almost never the majority.
So a state's overall political color -- red, purple or blue -- depends on the population's numbers of city versus country citizens.
Where cities are relatively small and country populations healthy, there you have a more conservative state -- today called "red".
Where cities are large and country populations small, there you have a more liberal "purple" or "blue" state.
And the proof of it is: look at the political map.
Most blue states still vote conservative in more rural counties, and most "red states" still vote Democrat in cities and other minority regions.
This is the 2012 election by congressional district: