still, the state's fiscal policy is quite different from taxachusetts. It's pretty free market, and they do have two Republican senators there. However, people do seem to pay attention to socail issues over economics.
Massachussets state taxes, measured as state revenue a proportion of state GDP, are actually quite average by US standards. In fact, I believe that once you include not just taxes but all sorts of fees (frequently, taxes by other name), Massachussets taxes might be lower as a proportion of state GDP than those in, say, the great state of Taxes. Be careful.
Your right the whole Taxachussets label is a bit silly. I remember seeing something that based off state taxes Massachussets is actually in the lower third or close to it (35th or 37th) based on state taxes. Their overall tax base is a bit higher, but that is simply due to the fact Massachussets is one of the wealthiest states in the country