Just as an extremely brief and inadequate analysis, I think we can agree there is a conflict of laws between the states. Colorado has a SLAPP statute, Minnesota threw their own out as unconstitutional. Then, though, we get to the next issue, which is whether Colorado's law can be constitutionally applied. I think it's similar enough to the one Minnesota threw out that no, it can't.
So we wouldn't even get to the intensely gnarly multifactor balancing test. IMO. Even assuming the appeals court hears it at all, which I don't think it will. If they do it will be because it does at least implicate a constitutional issue, and they might have to decide the choice-of-law issue just to decide not to hear it.