I'm not sure in the long run that any state will be safe for faithful Catholics so we should be thankful for what we have right now. I used to always think about moving somewhere better, more masses, etc., but nothing ever worked out and the grass isn't always greener on the other side, anyway.
I know people that have moved to be closer to mass, and it didn't work out for them with other issues, the Church wasn't what they expected or problems with employment, etc.