Social Security payments are a part of federal spending. I would guess that, due to the high cost of living in blue states, many retirees leave them for better and more affordable places to live.
Furthermore, much defense money is spent on manufactured goods from red states, which is not surprising considering the high cost of business in blue states.
Rural states are on their backs primarily because their resource based economies have been regulated to death. Mining is gone. Ag and ranching are under attack. Forestry is an empty shell. The left has exported those industries.