First of all, CA as a state is not as “blue” as people make it to be. Yes, it’s typically deep blue near large metro areas, but if you head inland and/or remote areas, it’s pretty red.
Second of all, as large CA’s economy is, a lot of the businesses in CA enjoys some of the benefits from federal government. Pretty much most of the green energy based companies are all subsidized with federal grants, and a lot of a research and development comes from federal grants.
Then there’s the issue of defense. As a standalone “nation”, we will not have the protection of a standing military, army, navy, air force, or the threat of a nuke weapon. If folks want to entertain the crazy idea of CA being separate nation, then they need to entertain the idea that CA needs a standing military. And that’s just one of many other things each state enjoys as benefit belonging to this country.