It's because New England is an old industrialized area that was very prosperous and this allowed government to grow and grow as the states were awash in money. Thus, they had unions and more welfare spending and over the decades they became entitlement states. Add to that a robust educational infrastructure which morphed into a leftist indoctrination goliath and you end up with stupid masses.
It's true that in much of New England, old industrial cities give a lot of votes to Democrats, but that would only make them like the Rustbelt states further west. The influence of colleges is stronger and hard to get away from. Urbanized states tend to vote Democrat more, and that's especially true if they've largely given up on industry and moved into finance, education, and high tech, as New England largely has.
Massachusetts politics are dominated by Greater Boston and that means by people who graduated from the colleges there. Also, there are the ethnic rivalries that make Massachusetts very liberal. The Irish and other ethnics vote Democrat because they don't like the WASPs. The remaining WASP Yankees vote Democrat because they want the ethnics to be kept under control. It's confusing and confused, but the state lives with it.
Two other points. One, cold places (Russia, Scandinavia, Canada) also tend to support more government, even in rural areas, than places with a more moderate climate. Cold places further west offset this with an independent-minded frontier mentality. New England for the most part doesn't.
Two, there is the lingering influence of the Puritans who liked public affairs to be tidy, controlled, and run by "The Best People." For a long time, this just meant relatively harmless Vermont and Maine Republicans. Now it seems to New Englanders more to mean Democrats. They don't like populist revolts, and that made more of them become Democrats. When states further west and south turned against the Democrats, New England embraced them.
It may be worth noting, though, that New England states can be more or less Puritan. Massachusetts and Vermont are very Puritan and very Democrat and "progressive." Connecticut's a little bit less so. Still very Democrat, but a little more New York-influenced. Rhode Island and New Hampshire don't like Boston and Massachusetts and were settled by people who wanted to escape or didn't much like Bostonians. New Hampshire, the "Live Free or Die State" sometimes votes for Republicans. Rhode Island usually doesn't, but it's still more independent-minded than Massachusetts. Maine is a mix, but still strongly Democrat, particularly Southern Maine. Northern Maine went for Trump, but is outvoted.
Excellent summary. (I currently live in The People's Republik of Connecticut)