Considering the number of States where districts are gerrymandered in favor of Republicans, it's not surprising at all.
That really has little to do with it.
The fact is that Democrats are highly concentrated in few congressional districts around major cities, while most other districts are marginally or strongly Republican.
It means nothing. If congressional districts were drawn fairly, so that the most possible of them are close to the Statewide margin, there would be no problem with democratic underrepresentation. But indeed if the democratic vote is concentred in a few stronghold urban districts, such thing happens. It's all about how you draw districts.
Having districts with an unusual proportion of Democrats would occur even if the lines were drawn fairly. For example, CO-1 makes perfect sense, no matter what else you do in the state, but clearly has a vast number of Democrats.