I think it's mostly red states that aren't running their own ones.
A number of Blue or Purple states are also punting to the federal exchange, or doing a "partnership" where the federal exchange is doing the heavy lifting:
New Hampshire, New Mexico for the moment for individuals, Utah permanently for individuals, Arkansas, Iowa, Michigan, Illinois.
In many of these cases of partnership, whatever the governor of whatever party wanted, the legislature didn't buy off. New York is the only case I know of where the governor told the legislature to jump in a lake and set up one for the state through an executive order using the temporary money the Feds are donating early on.
And there's Missouri, who's people outlawed a state run exchange, and New Jersey's governor vetoed 2 bills to set up one.
I would have thought California (note: I live in CA) would have had a good healthcare site, considering all the techies, but I guess in this case that didn't work out.
map of state/fed/joint-run sites: http://www.dailykos.com/story/2013/10/03/1243855/-Kentucky-s...
Kentucky is as about as "red" as the current Federal government; even the DailyKos article you link to is self-refuting, first claiming it's "one of the only reliably red states" and then claiming "the biggest factor of all [in its claimed success] is Democratic Gov. Steve Beshear".
As I note elsewhere in this thread, Idaho is the only truly Red state implementing a full state exchange, although the map you cite claims it's not full. And that turns out to be in theory temporary, further reading my source (http://www.healthinsurance.org/idaho-state-health-insurance-...) it's in the process of building its own and depending on the Feds for 2014.
Mitch McConnell and Rand Paul would disagree... (although of course, given that Obama is somewhere to the right of Nixon on most issues, it's not so far off)
Do I really have to explain that state officials run state governments, not the state's elected Federal representatives who do their thing in far off D.C.?