> I think of Denver as somewhere you go if you're sick of the cost of living on the coast.
Denver hasn't been that place for more than a few decades. Heck, the whole rocky mountain region has never ever been a place for cheap housing. Western housing prices are high historically for reasons related to desirability. They never were as cheap as the midwest or deep south.
Median price per sq ft in Denver is $377 according to Google. That's still on the order of half the cost in Seattle of SF.