If Gordon filed as a Kansas resident - and he could, given that he lives there for 7-8 months out of the year - his top tax rate would be 4.8%. It would be 13.3% in California.
That's not a purely apples to apples comparison, because Gordon would actually pay more than 4.8% in state income tax playing for the Royals even if he filed as a KS resident. His income from home games would be taxed at Missouri's 6% rate (plus the extra 1% KCMO earnings tax), and KS would give him a credit for that, so he'd pay nothing extra in KS. But 7% is still significantly less than the 13.3% if he lived in California. Filing in KS would also save him additional taxes on money earned from zero income tax states like Florida and Texas (where he would get no credit from KS but would only have to pay the 4.8% on that).
So yes, living in Kansas - meaning he plays for the Royals - saves him a lot of money as opposed to living in California. And if he files as a Kansas resident - as opposed to a Nebraska resident, which has a higher top tax rate of 6.85% - he saves even more money.
The only reason Gordon would file as a Nebraska resident, and pay higher taxes, is if he was absolutely legally required to. I'm not sure that's the case, given that he owns a home in Kansas and spends more time out of the year there than in Nebraska. Not an expert on KS and NE's residency rules.