It was also because these states had the highest debt levels when house prices crashed. (houseofdebt.org)
REIT's were very popular during the housing boom (as you might imagine), but then they got a bad rap after housing prices crashed. (greatpassiveincomeideas.com)
The following map shows the decline in house prices across the United States, with states in darker red where house prices crashed the most: (houseofdebt.org)