Because (as migration data shows) lots of people who live in Blue America would like to live in Red America, while the reverse is a much more marginal phenomenon. (Note that, OTOH, more rural people would like to move to an urban area than vice versa. How can both of these things be true? Why, the power of magical thinking.) Thus, when Republicans attack someplace governed by Democrats, many of the people there tend to agree, while the reverse is much less true.
This is easier to wrap your head around when you realize that rural -> urban migration generally occurs within states, not between them. But urban -> suburban or suburban -> exurban migration within a metro area frequently crosses state lines.
