What it actually means for all voters in November is completely debatable, but I don't see KY as being anywhere remotely close this election cycle, even if a ton of evangelicals stay home, coal country decides to put some clothespins on their noses and not completely abandon the Democratic Party because Trump is scary with a finger on the bomb, etc....
Problem for Trump is, I don't see any support for him on the ground (other than one Tea Party member who yelled to the police because some teenagers ripped down his Trump sign).
Well, Bill Clinton did quite well in Kentucky in the '90s, it frequently votes Dem for statewide offices, and Anglos/Whites are much more Liberal than Southern Whites in general.
Granted it shifted hard to the first self-identified evangelical Republican in 2000 and 2004, and even harder against Obama in 2008 and 2012.
Still, it is a state where an economic populist Dem argument actually does quite well, and Clinton has not been focusing on that argument instead targeting suburban voters (Trump temperment & foreign policy stability) as well as having made several completely unnecessary statements regarding Coal Miners, instead of emphasizing support for rebuilding rural and resource dependent communities going through a tough transition from an industry that has been in decline, mainly as a result of "free market" forces that have made natural gas cheaper as well as foreign countries dumping cheap coal to supply an energy sector that still has many coal-powered energy plants, regardless of any type of "environmental rules and regulations".