"Native" is the most useful word on a plant tag and the easiest to over-read.
Colorado runs from high desert at four thousand feet to alpine tundra above eleven thousand, across soils with nothing in common. A plant native to the eastern plains, or to a wet mountain meadow, or to the Front Range, can be entirely unsuited to a dry valley floor with alkaline ground. The useful question is never whether something is native — it is native to what, at what elevation, in what soil.
Where a plant is genuinely native to conditions like these, the advantages are real and not marketing. It has already solved the soil chemistry that makes other things go yellow. It expects this much precipitation. It is built for a seventy-five degree afternoon followed by a thirty-five degree night. And it supports the insects and birds that evolved alongside it, which introduced plants mostly do not.
Two things native does not mean. It does not mean no water — a native planting still needs two seasons of establishment watering like anything else, and the failures almost always trace to somebody believing otherwise. And it does not mean no maintenance; it means less intervention to stay healthy, not none.