1) Consider the effects of elevation on thermodynamics I mentioned on a FB post of another user today.
2) While that sounding may be located fairly close to where tornadoes occurred, that doesn't necessarily mean that sounding is representative of the inflow region of said tornadic storms. Given the general paucity of surface and upper air observations over eastern Colorado, we just don't know what the actual environmental profile was like near those storms. This fact isn't exactly unique to Colorado, as states like Kansas and Nebraska (especially Kansas) have some pretty wide spacings between surface stations, too. However, the lack of surface stations in Colorado makes the problem worse than it would be in Kansas or Nebraska because...
3) Colorado has some unique topography among the states in tornado alley.
a) First of all is the sheer elevation (see point #1).
b) On the mesoscale, eastern Colorado really isn't flat, even though it may appear to be to an individual standing in a single spot looking in 360 degrees around them. Although, "flatness" is kind of relative. Imagine you are standing on a plane tilted with respect to the gravitational "horizontal" of Earth. If the plane extends forever and you have no external markers (like a fixed point of light, for example) for reference, you may not be able to tell you're on a sloped surface. If you've ever driven across eastern Colorado, say on I-70 or I-76, can you truly say you have sensed the elevation change (except for small areas with sharper hills)? Try this: use a GPS to watch your elevation while driving along a stretch of road that appears to be flat. I bet you'll find a lot of sections where your elevation is actually steadily changing during such a stretch. So, in reality (and I think most chasers are aware of this), eastern Colorado is sloped. What this means is any surface wind that has a component along a vector pointing up or down the slope has a vertical component. So even a more-or-less horizontal pressure gradient near the surface can generate lift via upslope flow, as I'm sure you already know. But it's important to remember that this upslope flow is LIFT, and it can be stronger than synoptic scale lift. I recently heard a talk where it was mentioned that the plains region of the central US slopes at an average angle of about 0.2°, although that's a longitudinal average. In Colorado it's likely a little higher. Let's assume it's 0.3°. A 10 m/s wind along the gradient vector of topography (i.e., going directly upslope at the steepest angle) will produce a vertical wind of 5.2 cm/s, which is moderate to strong synoptic scale lift. Get a little stronger wind or a slightly steeper slope (it would have to be over a smaller area, say the size of a mountain), and a horizontal surface wind could generate lift of greater than 10 cm/s. That'll really help erode caps and get storms going.
c) All of the above is great for getting storms to fire, but it says little about tornadoes. Eastern Colorado's topography includes some unique smaller scale elements including the Palmer Divide and DCVZ, but also some really small scale elements that may aid in providing for horizontal vorticity for tornadoes. For example, just by looking at Google Maps terrain, I see many topographical features, like a cliff line with depths of a few hundred feet running from southwest of Byars SSWwd towards southeast of Elbert. Maybe 5-10 miles NNW of Limon there's an area with many closely spaced ridges and valleys up to 200 ft tall/deep. There are other features that contain smaller elevation changes, like in the Arkansas River valley. Many of those smaller features probably aren't big enough to have any long-term impact on tornado formation in an existing storm, much like I don't think the Canadian River valley west of Norman and Moore has a strong impact on tornado production there. However, like the Texas Caprock region, if you can get air flowing into or off the larger cliffs rapidly, you may be able to generate sufficient horizontal vorticity simply due to terrain. Get a storm to ingest that and you'll get a tornado even if synoptic scale 0-1 km shear isn't all that great.
When it comes down to it, it's probably a combination of all these factors. It's also probably a perspective issue. You may see tornadoes in Colorado as being mysterious, but an experienced chaser who has lived or chased a lot in Colorado may have a deeper and more complex understanding that may cause tornadoes to be less mysterious to them. For example, many Normanites tend to joke about a "Norman bubble" where precipitating events tend to always "miss" or "go around" Norman, leaving them high and dry. This was especially prevalent during the big recent drought. But look at the past month - Norman had one of the highest precip totals statewide and had several tornadoes nearby. Testimonials don't always imply a general rule in a matter of science. That's a posteriori reasoning.
