This polls electorate is 81% white and last years exits had it at 78%. Considering the state's rising latino population that number should be 75% or so in 2016. Keep in mind it's a midterm electorate poll and the fact that an actual campaign could hurt Rubio with social libertarians in Colorado (and help him in KY, WV, AR, TN etc). I'd bank on CO being the near the national average again no matter who the nominees are in 2016.
There is a "shy Democrat" factor in the SW to be sure. Still, I think there is something to this. Look at how the fis-con/soc-lib vote swung harder than the nation against Obama. I suspect Hillary's impressive polling is due to a huge swing among Independent women. In CO, this group is already quite D, so there isn't as much room left for her to improve.