This is a complex question but with a flawed premise (and an arbitrary population cutoff to avoid counting Vermont). For one, the population figures are way off. Almost 2/3 of the state lives in the Twin Cities metro. For two, the presidential election streak is somewhat of a quirk due to Mondale's popularity in his home state. Mostly, margins in MN are pretty tight -- much tighter than other blue strongholds of recent decades. And third, there's a difference between Progressive and Voted For a Democrat in a Presidential Election.

You're right that Minnesota is progressive, though, and that is notable given its demographics. A lot of it is cultural. The state was settled by Scandinavians and has carried some of that emphasis on social services and civic engagement into the modern era. It's also a strong labor state (its party is literally called the Democrat-Farmer-Labor party) and I think that broader coalition has helped it weather recent political shifts better. It's also highly educated. Lastly, perhaps more of a personal observation and adjacent to my first point about Scandinavians, is the harsh climate. That shared experience of hostile-to-human-life weather seems to foster a more egalitarian politics than in other places.