I wouldn't necessarily tie it to government either, Furious. I think part of the problem (for mid-west states) is climate, especially around the winter time. States that have great weather all year round will contain - generally speaking, of course - a more active population.
When I was living in Portland, I could go for a run outside during my lunch year-round. Sure it might be raining a little in February, but the temperature would be in the 40's. Now that I moved back to Ohio, do you think I really want to go running outside when it's 10 degrees and there's a foot of snow on the ground?