It's not just higher demand for houses in the west.
Outside of metro areas, most of the US is a sea of counties where median home values are low. There are six states that don’t have a single county with a median home value over $300K, and seven more states that have three counties or less above $300K. By contrast, western states have numerous counties with high median home values. California has 17 counties with a median home price above $700K, Colorado has five, and Utah has two. By contrast, New York, Virginia, and Massachusetts all have two apiece, and New Jersey and Pennsylvania have none.
The author of the article in the link provides a bunch of interesting data that may explain the chart. It's very much worth the read.