>> how big these states are compared to say, Colorado
And Colorado is tiny compared to Canadian provinces, most of which are at least triple its size. Want big, look at how long it takes to drive from Seattle to Anchorage.
It's because California and Texas were both pre-existing political entities when they were annexed by the US. Most of the other Midwest and western states had their boundaries defined by Congress as they carved up the US's unincorporated territory, which is why they all have similar sizes and very geometric shapes (with borders often defined lines of latitude and longitude).
It's amazing how big these states are compared to say, Colorado where I grew up.