The jagged edge of Colorado is still measurable though. Changing the scale of measurement as is done in the coastline problem doesn’t change the outcome of the measurement of Colorado.

You don’t have to account for every grain of sand when measuring coasts, but what grains of sand do you account for? Answering that question differently amounts to different measurements. Colorado is not arbitrary in that regard. It’s just not 4 straight lines. It’s 697.