I grew up in CT and spent a lot of time on the water fishing and sailing until my teens. Went to school in Mass, moved to NYC and then spent a few more years in CT. Also hunted from when I legally could.
I can’t answer your mountains vs. salt question since I often contemplate the same thing. Obviously subject to your career, but I feel like I can pretty definitively say you should leave CT. Much better fishing and hunting opportunities in other parts of New England and the east coast, in areas that are going to be cheaper and likely align with your political views better.
For reference, I’ve been able to scratch the adventure itch better while living in Washington, DC than I ever did in CT. Mountains and, to me, seemingly endless public land to hike and hunt within 2-3 hour drives. Have since moved to northern Virginia and enjoying the benefits that come from being in a more freedom loving state. Other areas of Virginia and the Carolinas you could be in the salt or mountains within a few hours either way, benefit from better gun laws, lower taxes, etc.
Career and family will likely keep me from ever heading west permanently but damn if it isn’t appealing.
