That's because of the history of coal mining/factory jobs in KY. When The coal jobs dried up and the factories closed a fair portion of the people who were previously employed dropped out of the labor force and never went back.
The other piece is this:
Population of Texas in 2020: 29,360,759
Population of Kentucky in 2020: 4,477,251
The other piece is this: Population of Texas in 2020: 29,360,759 Population of Kentucky in 2020: 4,477,251