Montana's Dems are far, far, more politically adroit than are their GOP counterparts.
Burns was only the second Republican Senator that Montana has had since WWI.
The Dems brilliantly figured out how to game the system to gerrymander the state legislative districts in their favor in the last reapportionment, even though the Republicans at that time controlled most of the state government due to the big Reagan wave.
A lot of "conservative" states, esp. in the Midwest and intermountain West have lazy GOP's, and the Dems out-hustle them. That's why we have an all-Dem Congressional delegation in ND, why the SD delegation is 2/3 Dem, and now MT is also 2/3 Dem, having managed to hold onto the House seat.
What you describe is indicative to what is going on in CO too. The latest claim is CO has turned Blue. We'll see if that holds but judging from the lackluster response from the GOP it seems true.