There are two main reasons for this.
But Southern states have larger Black pops so the effect is bigger there.
As a result, programs like the VA system, the GI bill, and tax benefits for veterans flow disproportionately to red states.
In terms of federal tax income-outcome, Texas is actually one of the few net-positive red states. But that doesn't mean its budget is good! It's had a lot of problems in recent years, particularly around school funding and how to fix property taxes.