California, the most expensive state to live in according to the map that they linked, pokes a big hole in their cost of living argument. It has a lower % of people living with their parents than their national average and approximately the same % as the least expensive state, Iowa.

The 5 most expensive states to live in are 20th, 5th, 3rd, 8th, and 9th in their table. There is a tie for 6th in the linked cost of living ranking and those states are 2nd and 46th in their table. The 5 least expensive states to live in are 21st, 37th, 40th, 30th and 47th. So while cost of living is clearly a factor, it doesn't tell the whole story.