It's not really true that all of them are: Alaska and North Dakota are actually quite wealthy per capita due to petroleum. Connecticut is also one of the states handling the vaccination quite well, and it's quite urban. But a number of the states doing well with vaccinations are quite poor and rural, and that just makes it all the more damning that California is doing so terribly poorly.

As far as I can tell, it's not anything particularly to do with any demographic factor: other big states like New York and Texas are doing much better than California. States that are both deeply red and deeply blue are doing much better than California. California is just... failing. We're underperforming every state that might reasonably be a comparator.