Because the red is largely just a map of poor areas on average.

Aside from preventative care, Medicare generally doesn't pay for all medical expenses, just a percentage. When you're left paying 20% coinsurance for most urgent needs you get saddled with massive debt you can't climb out of. Medicaid covers more of the gap but is still limited. Private plans more commonly cover 100% after a deductible. Some states like Massachusetts have chosen to expand it further than other states. We're a bad example for this map though because we have so few counties.

The entire map could be 0 mean debt if we had true single payer healthcare.

It's also interesting seeing how this is a mean, not median. I suspect if median was shown almost all counties would be 0. There's a lot more stats that could be used to show why the southern states are losing out though.