Absolutely not! In fact I think it shows a good quality, that you’re willing to relocate across the country to serve in that unit. Myself and I’m sure many others are applying to every single fighter unit in the country. The only advice I would give is to make it clear in your cover letter that you plan to relocate and move there. If you can also mention a family tie or something you like about that particular area even better. If not, no worries, a simple “I would love the opportunity to move to “insert state” and serve in your squadron would be fine.
Checksix's post in ANG in a State I Don't Reside was marked as the answer