I think it's because many things are constantly priced anywhere, such as cars, food etc. The only thing that is expensive is local, such as housing.
Same goes for cars — though less so for new cars, even there, when you check prices at a site like Edmunds, there are regional adjustments. For used cars, the same model/year/mileage combinations go for much less in Texas than California. And that's before transfer taxes and registration.