To quote Greg House, "Everybody lies." What matters is what they lie about and how much they tell the truth, and how accurate they are in their statements.
Part of it is tough in general (an '08 poll got Romney vs McCain off by 33 points), but additionally:
Nevadans are also notoriously hard to pin down for a survey. Many work night shifts, thanks to the state’s thriving hotel and gaming industry, meaning that they aren’t home to answer the phone in the evening, when polling calls are typically placed. That makes a particular difference on the Democratic side of things. “If you’re only polling at night, you’re missing a fair share of electorate that’s works in the casino and entertainment industry that’s highly unionized, that’s very Democratic,” Mellman said.
So, a huge portion of the democrats in the state* are hard to poll because they're working at the casinos 🙂
*A state that is almost entirely two cities, Vegas and Reno.
So that's why the pollsters are kinda shrugging and going, "I dunno, coinflip?".