KY has a 20-point Dem voter registration advantage. And Conway is a good candidate.
I think the Obama era in general has forced Kentucky voters to reassess voting Dem for state offices but voting GOP in Congress.
The recent Kim Davis flap might have weighed on voters' minds too.
The only other state where I'd look for similar movement to the GOP is West Virginia. I look for them to go full GOP sooner than later. They simply have nothing in common with the Dems (who hate them and their guns and their coal).