By any measure, they were the region which received the most government assistance.
*Homestead Act
*Killing Indians (not positive, but it settled the West)
*Railroad subsidies
*Desert Land Act
*Timber and Stone Act
*A million conservation acts passed under the Progressive and New Deal eras
...and they're the home of wild, anti-government militias. Why is this?
I don't see how the Homestead Act, Desert Land Act and T&S Act qualify as "government assistance", to the contrary they were land privatization. The latter two in particular were bungled and corrupt land privatization and it's possible that distribution of Western lands would have been better handled by local/state communities(more "on the ground" knowledge, actual accountability to the voters of the regions, possibly less corrupted).
Regarding Indians, their is one area that didn't have the federal government suppressing Indians: Utah/Deseret. The Mormons knew they didn't have the federal government to assist them with the Indians and so they avoided antagonizing them... consequently white-Indian relations were far more amicable in Deseret/Utah then they were anywhere else.
I don't know about the other Western communities, but the Mormons have every reason to anti-government. They set up their Deseret communes without any federal assistance whatsoever, and then the government came riding in and oppressed them for desiring to remain autonomous and for practicing polygamy, going so far as to strip of democratic representation and render them a minority through non-Mormon migration. The same federal government that had made no effort to protect them from prior pogroms in Missouri and other Eastern states.
Libertarians and Conservatives tend to to be apathetic at best to federally imposed conservation acts. Their general attitude is that they should be decided on a state/local level, because the cost side of cost/benefit equation of conservation acts is largely borne by the Western communities who would economically benefit from resource exploitation, whereas the benefit side is most heavily received by wealthy outsiders engaging in tourism.