Please note that although KY has a plurality of registered Democrats, many of these voters have been voting Republican for high-level offices in general elections over the past several decades. In fact, here are some percentages of Democrats who voted for Republican candidates in recent general elections, based on exit polls:
2000-Pres: 25%
2003-Gov: 24%
2004-Pres: 28%
2004-Sen: 18%
2008-Pres: 30%
2008-Sen: 24%
2010-Sen: 16%
2014-Sen: 17%
2016-Pres: 22%
2016-Sen: 15%
It is these percentages which contribute significantly to Republican blowouts in recent KY statewide races.
Some of these numbers are confusing to me. how did McConnell get 24% of registered Democrats in 2008 when he did very poorly in historically Democratic Eastern Kentucky? I'd ask the same question about the 2003 Gubernatorial election.
Western Kentucky is also historically democratic, both went to McConnell and Fletcher handedly in their respective elections.