When I moves from GA to Southern California, my premium jumped massively. Unfortunately insurance is regulated at a state level, so while what the customer sees and experiences is very similar, in the back end are two completely different businesses. For instance in state A the insurance company might be allowed to invest their money in highly profitable highly risky investments, make tons of profit, and lower premiums. State B might require insurance company to hold more cash, so they make less money, and charge higher premiums to cover their costs. This is an oversimplification.
Then there’s the variations in local accident, theft, and repair expenses. Either way, no one insurance company is the absolute cheapest in all 50 states, so definitely shop around. And the same driver and same car can have wildly different premiums. Some of my quotes from different companies were orders of magnitude off - one company charged as much in one month as another did for six months.