I believe the OP asked about Rocky Mountain National Park which is not a state park.
The Op might have meant the National Park, but the Title to his Posting is, "flying just outside of Rocky Mountain State Park"
So, my answer is and remains correct. Now, the Rules to flying Drones around the National Park are a bit different…
Unmanned Aircraft Prohibited - Rocky Mountain National Park (U.S. National Park Service)
Where I live, there are numerous National Parks and I know several drone flyers who preach, "They do not own the air!" and fly from outside, into the park. Yeah, they have this right, but my premise is, they also have responsibilities, like keeping the drone in view. Some of these idiots fly their drones so far out that they are incapable of flying them back and have to use the Return to Home function.
One case, the droner had to go into the park to recover his crashed drone because he flew it beyond its battery capability to return home. He Stupidly said, it was an accident and accidental crashes are not a violation.
I've seen tooooooo many given an "inch" and they take a "yard".
So, if you want to stand on the verbiage, "Anyone had any issues taking off just outside the Rockies and flying into the park?" and not the intent, fly a far in as possible…, Yeah, they can do it… But you'll never convince me that they will not fly out of sight!!!