Just called K&L: Colorado is now a no fly zone also, even for 3rd party shippers.
I just had 5 cases sent to Arizona vis GSL this week. I had no problems. Hum?
This is what I do for Colorado. I have them ship to fedex store right across the border in Wyoming. I drive about 1 hour and 20 minutes and pick it up. Been doing it for years. 
According to K&L they stopped shipping to AZ on January 11th. Iād guess you got in just under the wire!