Different States have different economies due to geographic locale, history, and specialization. Consequently, the US has States that specialize in agriculture, manufacturing, services, technology, natural resources, etc which have very different economics and compensation structures which is reflected in local incomes.
The median income is much higher in Washington than Mississippi, for example, but that doesn't imply anything about the distribution of income within those States. It would be like comparing incomes between the Netherlands and Romania.