I can't quite figure it out - the Commonwealth has had at least one Republican senator for as long as I can remember, presently has two, and the Congressional delegation is predominately Republican. Why the good citizenry insists on electing a Demoncrat to the Governor's Mansion is beyond me.
My theory is that Kentuckians seem to have a x-number-of-degrees-of-separation thing going with candidates for the State offices; it seems they always know a brother's cousin's uncle, etc, etc. who is a Democratic incumbent in Frankfort, or a Democrat otherwise on the ballot. But yet, when they get to the federal races, they suddenly mature and think to themselves, "oh yeah, THESE races matter." I only wish I knew how to explain to them how important the state races are, especially in matters relating to the local and state economies. I will conceed that most representation in the State Gov't. is very conservative socially, even a significant percentage of the Democrats, once you get out of Derby City.