I live in Texas. It takes about 8 hours drive to get out of Texas regardless of the direction I go. That's just one state. Texas is the only state that has 8 different climate zones.
I don’t know where you got that climate zone information, but I don’t think it’s true. New Mexico has more koppen climates areas than Texas, and Arizona too (and also California). Texas is undeniably huge though - I have driven El Paso to Beaumont on the way to Louisiana
Although El Paso is closer to Los Angeles than it is to the Mississippi River, by Interstate it is 200km closer to Dallas and slightly closer to Houston and Austin.
>> how big these states are compared to say, Colorado
And Colorado is tiny compared to Canadian provinces, most of which are at least triple its size. Want big, look at how long it takes to drive from Seattle to Anchorage.
It's because California and Texas were both pre-existing political entities when they were annexed by the US. Most of the other Midwest and western states had their boundaries defined by Congress as they carved up the US's unincorporated territory, which is why they all have similar sizes and very geometric shapes (with borders often defined lines of latitude and longitude).