No, it wouldn't work. Like people are saying, you've got too many people living in rural vs urban areas that would not go along with this.
My state is super blue, but I live in a town dominated by republicans. Can't imagine they're just going to up and leave to a new country because this new one will be more "progressive".
What you need is a stronger central power setting the rules for all states. As it is currently, you get too much "states rights", and an federal government showing that its laws mean nothing. Take weed as an example. I want it to be legal in all states, but the current reality is that it's illegal at the federal level. So what does the government do? Nothing. When Trump got in, Jeff Sessions was all about how he was going to crack down on states violating federal laws on marijuana I.E. Colorado. Politically though, that would have been incredibly unpopular across the US because again, "states rights", and it's popular in both blue and purple states. So you can't enforce the law, and you can't change the law due to deadlock in congress....soooo that kind of shows the federal government's ass here. That one example proved to me that it's basically a free for all in terms of what states want to do. I can't see it getting any better unless the Senate gets re-apportioned based on population. Other than that, you will continue to have one half of the country gridlocking the other half like we've seen since we've for over 10 years now.