And not directed to TNVol specifically, but using the argument "When was the last time [party] won a statewide office in [state] is a very stupid argument with regards to presidential elections. West Virginia elected a Democrat statewide last month and no one is saying it will be competitive in 2020. Governor races are not presidential races. Next several gubernatorial elections I could see Democrats winning Oklahoma, Missouri, Indiana, Kansas, etc...
The inverse is not true though.
When is the last time that the president is able to win a state that his own local state party cannot win?
Okay, maybe Florida, but that's about it.
Wouldn't that mostly be the case because states that are entirely dominated by one party at the state level are pretty rare overall though?
There's a "few" (Florida, Hawaii, and Alabama to name a couple) but not many. State races become very favorable to the party that doesn't hold the White House historically.