I was born in Texas (Parkland Hospital in Dallas, as a matter of fact) and spent the majority of my 40+ years living there. This song resonates with me on a visceral level, both for that reason as well as the beauty of the music and lyrics themselves. In Texas, you can literally drive for twelve hours straight and not leave the state! It's immense, and once you get outside of the massive metropolitan areas, it looks and feels untouched by the modern world; farms and pastures, frozen in time, with carefree lazy cows and sky as far as the eye can see.
Folks love God, their guns, their country, and most of all, their home state.
Now, regarding the song: everyone wants to escape their own reality and lives sometimes. And escaping to a vast, beautiful land like Texas really fits the bill for some. Maybe some of it's "the grass is always greener" effect; daydreaming of a better place, far away.