It's funny seeing the list and knowing connecticut is only there because it's alphabetically after colorado (in fact all four listed appear in that order alphabetically) because they probably scraped so many lists of states that the alphabetical order is the statistically most probable response in their corpus when any state name is listed.

inevitable result of the fact that LLMs are mostly probabilistic engines

So we should better put the question like

"What is the probability of a D suddenly appearing in Connecticut?"