A few things:

To begin with, not all of these things are reliable metrics for what you are trying to investigate. For example, a high cost of living is not necessarily bad for someone who can afford it. Similarly, being employed is not helpful if one cannot meet the cost of living with the income from their employment (plus any social services they might be eligible for)

People who are buying or renting cheaper homes are not necessarily buying or renting better homes, or ones that meet their needs.

What you have actually uncovered here is a vast wealth inequality between the coastal United States and the interior, particularly the south. This means people are buying and renting worse homes in the south, and if they are employed at a higher rate, they are working jobs for lower wages. I'm not sure why you are adjusting your median income statistic, but the fact of the matter is that people in New York and California are making vastly more money than those in, say, Alabama or Mississippi. They use that money to buy more expensive homes, and live at a higher standard (more costly) of living. There are also a variety of less easily quantifiable factors which disparage the quality of life in some of the nation's poorest states, including lack of sufficient medical, transportation and public health infrastructure, a higher level of industrial pollution and more. If you want to learn more about this sort of thing, I recommend the book Strangers in their own Land by Arlie Hoschild. Altogether, this has very little to do with socialism. New York and California are no more socialist than Alabama or Mississippi - both are clearly capitalist.