A lot of people did, because it was the Californians coming that made places like Colorado move more Blue. But from what I have seen of the recent data, apparently the Left-Wing Californians are either staying there, or if they are leaving they are going to other left-wing hubs like Portland or Seattle.

Same applies with the New York Expats, where the Left-Wing ones are going to places like Massachusetts or Vermont while the Right-Wingers are going to the Carolina's or Florida.