Not necessarily. Outside of Boston and a few pockets of moonbatism (i.e., the Pioneer Valley), I think the right conservative candidate could carry a state-wide federal election, as the suburbs and the rural parts of the Commonwealth tend to be much more non-liberal. Now, the "right conservative candidate" for Massachusetts is probably not the same type of person who'd clean up in the deeply-religious south, for example, but rather, a good, ol' fashioned, frugal Yankee whose conservatism was more libertarian than statist.
Regards, Ivan