The truth is that pretty much everything about the western US starts with California and then spreads back out. This is because, due to the gold rush, California was settled and made a state first, while the rest of the western states remained “territories” and only achieved statehood much later as they too became more heavily settled.
Basically, the settlement pattern of the western states is backwards after about 1852 or thereabouts, with the California and the west coast filling in first, and the interior states filling in later.
I mean, southwest Colorado was part of the Dust Bowl. Culturally it’s definitely part of the Great Plains area. I would argue that eastern Wyoming and Montana are as well. They have more in common with the Dakotas than they do with the Rockies.
I still wouldn’t consider it the Midwest, but at least there’s a tenuous thread of logic to the idea.