Yes, because Polar Vortex and cost of living.

California has cost of living issues but at least we have nice climate (except for the drought).

I note that few people want to leave Oregon and Texas. Those states inspire loyalty.

Speaking of polar, Oregon and Texas seem rather opposite.  :)

Oregon has no sales tax and Texas has no income tax.

Does this show loyalty or true happiness, or given the "grass is always greener" phenomenon, just the % or residents who have never traveled outside of their own state?  

Some of each. 

Sad truth is that both Illinois and Connecticut have extreme weather and high cost of living.