I don't think you're missing anything. You'd get a message on your license plate renewal card if you needed an emissions test.
I think there are three levels in Colorado. In the metro area, you need the rollers test. In other parts of the front range, I think you need a 2-speed idle test (PBKid and Moncha can probably answer that). In the boonies, you don't need any tests.
EDIT: The basic test is no longer in effect. The only testing left in Colorado is in the Denver/Boulder metro area.
When my cars were registered in Leadville, I didn't need any tests. When I was going to school in Fort Collins, they threatened us with tickets for not having an AIR sticker because we 'lived and worked' in the area. They never made good on the threats, though.
When I moved to the metro area was the first time I had to concern myself with emissions tests. I suspect that you're still lucky enough to be 'in the boonies', which is why you've never heard anything.
If you do end up coming down off the mountain, your VX probably won't be a problem, at least.
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