You can point at many parts of the United States and say that they were where a certain type of music got started, but how many of those styles owe their roots to the blues? The answer is 'almost all of them,' which is our eyes makes Mississippi the birthplace of American music.
The blues come from a sorrowful place in the soul. Perhaps residents of Mississippi sing them because they have so much to be sad about; a fifth of the entire population lives below the poverty line.