Do they? I'll grant you that nobody wants to live in Kansas. It had a net migration of −4.32% between 2017-2018. But California doesn't fair much better at −3.95%. People are also fleeing Illinois, Connecticut and Massachusetts (all in the bottom 5 as give by Mercatus) in record numbers.
https://en.wikipedia.org/wiki/List_of_U.S._states_and_territ...
As people leave these state, it certainly does impact their ability to raise revenue, and this is compounded by how many blue states rely on progressive taxation.
>I mean, the fact that Kansas is so high on this list should tell you all you need to know.
But Kansas is a special case. Their pension funds were crippled by particularly bad mismanagement and corruption. The question you should be asking is why are the other bottom 5 blue states?