I'd personally theorize the main answer is mountains.
Thinking the key is localized "mesoscale" features that disrupt large-scale patterns.
In Florida, it's the surrounding oceans that generate daytime seabreeze storms in the summer and provide moisture return (and thus clouds) more quickly after frontal passages in the winter.
In Colorado, would think it's the mountainous terrain causing circulations like the Denver Cyclone creating daytime clouds in the summer, and vertical motion that may well disrupt some of the foggy, stable winter days.
Some mesoscale influences create almost continual cloudiness, such as the cold oceans along the US Pacific Coast. Others remove more cloudiness, like the terrain and resulting deserts in much of the US Southwest. For more in-depth details on cloudcoverage, including annual and monthly totals maps, see this us-climate.blogspot.com article.
But one key aspect of both the Florida seabreeze and mountainous circulations is that they are diurnal. So, often, whatever they bring in one part of the day, they generate the opposite at the other end of the day. For more about how mountain winds vary through the day, look into mountain and valley breezes.
I'd also suggest the greatest proportion of cloudiest (foggiest) days in the US are winter periods where cold air is in place under a high pressure and moisture builds up within the stable conditions. Being elevated in Colorado may additionally aid prevention of some such days by having lower moisture depth and also by being more exposed to winds [while Florida instead is less often deeply entrenched in cold airmasses].
Just thoughts, but hopefully that offers some direction for why it may be!