Some people have mentioned the altitude and the lack of oxygen. This might be part of the problem.
The bigger part of the problem I think is, that most beautiful places have the problem that the rich get there. And this warps the fabric of small mountain towns a lot. Kids grow up with other kids but they don't realize that the parents from their friends are trust funded and just work for fun while their parents struggle along with low paying jobs in high cost areas.
The ski industry which is Vail Resort for the most part, has done a lot too to destroy mountain towns. Now everything is depending on Vail Resorts but you will not hear a bad word about them because they sit on every board possible.
But of course Colorado is also very rural in a lot of places unless you are in the Front Range with it's own set of problems.
And there is nothing worse than feeling miserable in an objective scenic mountain area.