Then you go to other states and vote for more socialists and repeat the whole cycle...
But some of what you see is more conservative people moving out of some of these states, because of the changing social and political climates. The anecdotal evidence is that many more conservative leaning people have left California in recent years. The legislature is solid leftist Democrat. The state is reliably Democrat in presidential elections, which wasn’t always the case.
The last decent Governor of New jersey was Charles Edison (son of Tom) in the 1940's, an early sponsor of Young Americans for Freedom. He was a Democrat. NJ has had a few chances since then, but has kicked it away every time.