The answer by @CDJB is accurate but only hints at why the geographical variation in political polarization in the United States is so uneven. This answer probes deeper to consider the mechanisms that cause this political polarization to vary and the historical and cultural roots of the behaviors that are the proximate cause of these differences.
Racial block voting, especially in the South and its causes
Most of the disparity can be summed up by a phenomenon known in U.S. election law as "racial block voting" which has deep cultural roots in the history of these regions.
In a nutshell "racial block voting" is the observation that in the formerly segregationist South, and in places that have large amounts of migration from those states, that locally born white voters overwhelmingly vote for one political party (currently, the Republican Party, but prior to the 1960s, the Democratic Party), while locally born black voters overwhelmingly vote for the other political party (currently, the Democratic Party, but prior to the 1960s, the Republican Party).
A voter's self-perceived racial identity is an extremely powerful predictor of political party affiliation for people born within this region of the United States. In these parts of the United States, white voters in the party that is the dominant party of black voters are greatly disproportionately white voters who are migrants to the region who have not assimilated into the predominant regional white culture (sometimes called "carpet baggers", a derogatory term originally applied to Northern business people who migrated to the South in the Reconstruction era after the U.S. Civil War in order to economically exploit the defeated local residents of the former Confederate State with the strong support of federal officials imposing federal law in this region). Locally born whites in the party currently favored by white voters are disproportionately descendants of migrants to the region (e.g. Jews) who have not assimilated into the dominant local white, Evangelical Protestant Christian culture.
Apart from "carpet baggers" during Reconstruction (most of whom either retreated to the North or left descendants in the region who assimilated into the local white population culturally) and after World War II, these communities have seen little migration from abroad relative to the rest of the United States since their founding populations arrived in the colonial era, have far less religious and ancestry diversity than the rest of the United States, and in the 19th century had their ethic diversity deliberately reduced through a policy of ethnic cleansing by relocating Native Americans to reservations in the American West, most notably, in the Trail of Tears from the American Southeast to what is now Oklahoma in 1838. The agricultural, cash crop plantation oriented pre-industrial economy of the region, the early settlement of the region at population densities that this economic foundation could support, and the large supply of slave labor did not encourage new white or Asian or Latin American migration to the region, while Northern factories and virgin territory suitable for farmland created a strong demand for new migrant labor.
While the situation has changed somewhat in the last several decades, for the previous several hundred years these regions were well described either as monoracial and monoethnic (e.g. in the case of most of Appalachia) or as biracial and profoundly culturally divided (e.g. in most of the former Confederate states of the United States, especially the "Deep South") where almost everyone was either a white Anglo-Saxon Protestant or a descendant of former slaves (admixed with former slave owners who raped their slaves especially in the colonial era), both of whose ancestors have resided in this region for centuries and who were legally prohibited from marrying, for the most part, until the late 1960s.
Whites who are a member of this culture feel a sense of solidarity with each other and fear of the risk of black political power (briefly experienced with long term political culture implications in the Reconstruction era) and their Northern outsider allies. This sense of identity and white subculture has to some extent spread to parts of the United States outside this region who perceive themselves to be similar in cultural locus within the larger U.S. culture.
Where racial block voting ties one's political identity strongly to one's ethnic identity which is immutable in the time frame of a series of successive political campaigns, the partisan voting tendencies of voters in these areas are resistant to change absent extreme circumstances.
The political culture of white voters in the North and its historical roots
In contrast, elsewhere in the United States, racial block voting is largely absent among white voters outside these regions. The locally born white voters do not have a monolithic political party affiliation. Instead, these white voters split in affiliation between the two major political parties, not necessarily equally but with a substantial share of locally born white voters in each political party.
They are not driven to solidarity with each other by a perception of an outside threat to their political power, are more religiously diverse, and are not culturally monolithic, among other things due to deep and diverse immigrants roots in the 19th and 20th centuries as part of mass migrations to the U.S. from multiple European countries, sometimes to urban industrial centers, and sometimes to rural areas where, for example, developers would frequently establish alternating Lutheran and Catholic communities at regular intervals along rail lines in areas with similar climates and topography to their homelands in Europe.
The ancestors of blacks in the North overwhelmingly arrived during the Great Migration (ca. 1916-1970) leaving the Plantation based cash crop farming to the South (mostly during a period of strict de jure segregation under Jim Crow laws) for abundant jobs in Northern industrial cities where they were one group of migrants among many. They arrived at a time when whites of European origins in these Northeastern and Midwestern cities had previously been the only numerically significant population in the region for a century or so, thus developing political traditions not pervasively shaped by slavery and by the post-Emancipation divide between descendants of former slaves and descendants of people economically and culturally tied to the South's slave holding class of white plantation owners whether or not they or their ancestors had personally owned slaves.
There was also no place in the North, really until after the Great Migration had run its course, apart from some isolated black suburban municipal governments, where European-American majority's political power was ever threatened seriously by black migrants even if fully enfranchised, because black migrants from the South made up a smaller proportion of the total population of these industrial urban areas than black agricultural economy participants did throughout the Deep South, where they had census majorities or at least made up large double-digit shares of the population. In time this was change as "white flight" in the wake of the desegregation of Northern schools and the availability of cheap housing made available with a wave of major highway construction caused whites with children or planning on having children to move out of central cities to redlined white suburbs leaving black communities behind in central city neighborhoods. But that largely happened too late to profoundly influence the political culture of Northern whites.
This is emphatically not to say that there wasn't racism in the North. There most certainly was. But the North was not a place where the fundamental social divide was between two tight-knit castes, one white and one black, with centuries of adversary history with each other that was naturally translated into parallel, nearly inviolable political divisions.
Instead, even long before the Northern United States was multiracial rather than biracial or monoracial, it was multi-ethnic, had religious diversity, and had multiple distinct ethnic communities with shallow ancestral roots in the region. Whether you call it a melting pot and a salad bowl, it was a more culturally diverse mixture of peoples for the most part.
Where one's political affiliation is not tightly wedded to one's race and ethnicity, it is more malleable and responsive to overall peer effects and current political events that are not so extreme.
How the West came to resemble the North in political culture
Also, because many residents of the North were less deeply rooted culturally in the places where the lived there, they were a disproportionate source of internal migration to the West as the frontier opened up to the West of the original thirteen states of the United States that emerged from its status as British colonies (the non-British colonies of the Eastern seaboard were superseded by British ones by the time of the Revolutionary War replacing, for example, New Amsterdam with New York). And even where there is mixed migration from the North and the South, the lack of cultural solidarity, unity and hegemony among whites in these regions undermine the circumstances that lead to racial block voting where it is present.
There are several well done scholarly and less scholarly accounts of the historical origins of these regional cultural and political divides among American whites, one of the best (and most scholarly) of which is Albion's Seed by David Hacket Fischer. This traces these cultural differences to different sources of migration within the Britain Isles to the United States in the Colonial era that then assimilated subsequent migrants to their respective regions to their respective first established regional cultures and expanded in turn to places further West in some cases (e.g. white Utah Mormons overwhelmingly have ancestors predominantly derived from New England Puritans).
An aside regarding the examples given in the question
Massachusetts and Alabama. Both of these states currently have
Republican governors. We are not going to focus on their approval
ratings. But Massachusetts went crazy for Baker in 2018 but Alabama
voted the same as usual.
Virginia and Vermont. In Vermont in 2019, Sanders had a net approval
of 36 points. Despite the fact that Kaine is more ideologically
moderate than Sanders, in Virginia, his approval was 11 points.
Top of the ticket chief executive positions are poor measures of partisan polarization. Legislating is a team sport, in which the impact a particular legislator's seat has on which party has a majority in a legislative house is as important as that legislator's personal contributions on the job, and in which partisan affiliation plays a larger role in voting decisions because information on down-ticket races from the mass media is more scarce and a candidate's work is harder to evaluate. So a legislative post-vote, or a vote for a minor partisan executive branch post, like secretary of state or state treasurer, is far more driven by partisanship than by the individual qualities of a particular candidate.
In contrast, in a race for a top of the ticket executive branch post like President or Governor, media coverage of the candidates for that office, and of the performance of the incumbent in that office is exhaustive, the public knows the candidate as an individual rather than exclusively as a pawn in an overall partisan struggle, and it is easier for voters to evaluate the incumbent's performance in office as an individual.
As a result, in the U.S. political system, the post of Governor is frequently out of step with the overall partisan leanings of a state, and it is common for a President to belong to a party different from the one that controls Congress, if there is one. It is far easier for a Republican in New England to run as a moderate for Governor, or for a Democrat in Montana to run as a moderate for Governor, than it is to do so for a legislative post where an incumbent will generally consistently vote the party line and voters care more about the partisan makeup of the legislative house as a whole.
The same is true, to some extent, in the case of the Presidency.
While a top executive branch post as a Governor or President is not non-partisan, and it can be carried out in a highly partisan manner, these posts do not inherently have to be nearly so partisan as legislative elective offices.
So, the examples given above are poor indicators of partisan polarization or the lack thereof.