It's even worse than it looks.
Their old governor (Steve Beshear) built one of the best ACA marketplaces in the country: Kynect. Since Kentucky has some of the poorest counties in the country, this was a big deal - suddenly healthcare became available for many Kentuckians who could never have afforded it.
Then Kentucky voted in Matt Blevin whose main campaign promise was that he'd dismantle Kynect. When he actually dismantled Kynect (and tried to use federal ACA grant funds to do it), Kentuckians expressed shock and surprise.
Having apparently learned nothing, they voted for Trump, and now are expressing concern about losing the ACA altogether.