I have spent time in both states throughout my life. The two states are geologically similar, and both have a vast amount of explorable land. A few thoughts I can share...
Oregon offers more wet biomes, meaning ferns and moist soil. It's also lower elevation for the most part which impacts different people in different ways, and can also impact how you adventure in different ways. The western side of the Cascades in particular is going to offer a greener experience than anything in Colorado. Parts of southern and most areas east of the Cascades is more like Grand Junction, being high desert, red rocks etc...
Oregon has mud slides and is always at risk for the big quake. Oregon also has more congested traffic and communities, particularly in the Portland area due to zoning laws, natural barriers and lack of large growth planning which has basically left the area with no major throughways. Colorado has thunderstorms, flash floods, hail and tornados.
My experience is that both areas have been impacted by a large influx of California (and some others) evacuees which has had a disruptive effect on cost of living, job availability, culture, politics etc... Both areas have been impacted by a boom of homelessness and protests as well. Wildfires also plague both states, although the wetter areas of Oregon are usually not a risk it does create air quality issues everywhere.
For what it's worth, both states are pretty conservative outside of a handful of major population centers. This can be a problem if you do not like one or two cities making decisions for the whole state. One point on this however is that Colorado has state pre-emption law, so with the exclusion of Denver, cities are not free to create conflicting laws against the state or create a nightmare of legislation that changes at every town border.
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