I can refute your statement somewhat. We moved to NC from Upstate NY but we are conservative so there are those who did move out of blue states who were Republican and/or Conservative. I live in a fairly new golfing community with many retirees. We have many liberals that moved down from the NE blue states to live here after retirement and they ARE voting Dem. I know because I worked the polls here and I know many of them.

On the flip side some of them cannot stand living here as it is surrounded by a very rural area, bible belt area with limited shopping. Some are moving back to their old home blue states to be back closer to family or because they didn't really like living here. We have seen a number of them sell their homes and move back because the houses are now selling faster than before.

Unfortunately, we still have a large number of them who are staying and voting blue like my next door (Bernie MSNBC loving) neighbors.