This works both ways! You can clean the grid in the the Northeast[1], and the clean energy would go a lot further to condition your (properly energy-retrofitted) houses then a house in Houston.

[1] For example in Toronto, Ontario, the electric grid is fueled from hydro (and we get passive cooling from lake water). And yet, Toronto's urbanization is so intense (and still growing) so the city still needs to reduce the energy consumption of it's buildings to manage it's peak power consumption. And I would argue this still has a huge impact on CO2 emissions given the reduction of transportation emissions associated with high density areas.