I don’t know why people say this. Do you think conservatives all just move out of democratic states and over to republican states? Conservatives live in every state in this country, and even if the overall republican party in a state is moderate or liberal, there will be a strong conservative contingent.
For years I lived in Maryland, adjacent to DC. I never met a conservative there. Nearly all were bureaucrats who had found a home in government and wanted it that way. Regarding the six conservatives in Maryland, I was being ironic. Sure there are some conservatives in Maryland. I hear there are a handful up in Cumberland and two or three out on the eastern shore.