No, as a resident of Texas and married to an active-duty service-member, you are not subject to CO state tax on a 401K. distribution.
The "Military Spouse Residency Relief Act," (MSRRA) specifically amended the income tax protections of the Servicemembers Civil Relief Act ("SCRA") to include income tax protections for active duty service members' spouses. You are not subject to income tax on any income while living in Colorado pursuant to your spouse's military orders.
A number of states, however, require you and your spouse to be residents of the same state in order to claim exemption from tax on income you "earn" in the state where you are stationed. Colorado is one of those states, but retirement distributions are not affected.
