That money they send to those federal facilities benefits the whole nation, they just happen to be located in certain states where it makes sense.
For instance, the major defense contractors are located in states like Maryland and Virginia, due to their close proximity to DC.
Military testing facilities are located in states where it's desert climate and with large areas of sparsely populated land. (like Texas, New Mexico, and Nevada)
-- because you can't test rockets and new military weaponry & vehicles in a densely populated New England state.
To be fair, some bias comes into play regarding the "donor state" conversation going in the other direction as well.
The fact that states like California became the home of the entertainment industry (back in 1920's), and New York became the seat of the financial sector (in the 19th century) -- therefore rich people moved there (and continued to do so) skews things as well.
So what you end up with is states (with disproportionate amounts of uber rich people, the ones who are actually paying most of those taxes -- as a residual effect of industry seating that happened over 100 years ago) coasting off of that, and then depicting it as if their "donor state" status is somehow evidence of their current form of governance being "the right way".
States such as California and New York are prosperous and attract affluent individuals and many Americans, making them donor states. Entrepreneurs who invest significant amounts of capital prefer relocating to New York, California, or Minnesota over Mississippi or Alabama due to their superior infrastructure, roads, airports, and high-quality education systems. These elements draw people and investments. It is unlikely that a tech billionaire would choose to move to Mississippi to establish a tech industry.
Reducing corporate taxes and advocating for small business tax relief does not necessarily attract multinational corporations to red states. While tax cuts serve as an incentive, thriving businesses require robust infrastructure, roads, healthcare, and education services. These services necessitate funding, and if local policies emphasize tax cuts over investment in infrastructure, economic growth may be hindered.
Social policies also play a role in economic development. In recent years, numerous small businesses have relocated from California or New York to red states due to high taxes and regulations. However, some of these businesses are now returning to blue states because of specific social policies. States such as Alabama, Oklahoma, and Florida have enacted stringent abortion laws, which pose challenges for younger generations to remain in these locations.
California and New York City have not merely coasted on a century of economic success, but continually built upon it. Palo Alto and Silicon Valley were not products of Hollywood; rather, superior services attracted billion-dollar businesses to these regions.
Many Red states long for the 1950s era of factory work and prosperity, but that economy is gone and traditional jobs are disappearing. These states must modernize their policies to adapt. However, there is more focus on social issues like gay pride parades and transgender individuals rather than addressing economic dependencies on donor states.