If anyone has a guess, let me know.
Maybe since people are working remote, and their kids are going to school on zoom, they are thinking of moving to a state with a lower cost of living? I could see that.
I'll point out that small states mean that when you "consider moving" to the suburbs/exurbs, many people are going to be at least "considering" New Hampshire or Rhode Island (possibly even Maine) among their choices if they want to move from the inner Boston metro area to the outer parts of it. Which means answering "yes" to this question regarding you're "considering" moving out of state.
Most of the smaller metro areas in the state are similarly on or near state lines as well, like Springfield and Lowell. Even Worcester is commutable from CT.
It's interesting that California is right there next to Massachusetts, but New York is further down the list
1. The appeal of the city is drastically reduced by coronavirus + remote work 2. Boston cost-of-living is really expensive
Put them together and moving to New Hampshire or Vermont starts to seem really attractive. Just compare Zillow for Manchester, NH vs, e.g., Somerville, MA.
Combine with 3. Most MA residents live in Greater Boston, and it's easy to see MA at #5.