I'm assuming you haven't had much chance to compare, so I'll give you my impression (having driven rural roads in CA, NV, NM,UT,CO, AZ, KS, MO, IL,TN,PA, and every East coast state except FL in the past six months.) RI, CT, and MA are very uncomfortable because it's common to have narrow roads with rocks and trees no more than 18 inches off the roadway. In VA, for a contrast, trees grow everywhere, but along rural highways there is only relatively short grass for the first 15 or so feet off each side. And everyone who drives VA enough hates the state for its police (which I've heard frequently from people living in every state from new York to south Carolina.) There are also places in VA where that dynamic doesn't exist (west of the Appalachian trail) because, like you said, the winding roads, rather than police, do the job of slowing cars down.

And admittedly AZ is easy. Passing in the oncoming lane while going 90 is a pretty comfortable thing there.