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Non-American here: do those states happen to have better employee protections by any chance?

Yes.

Generally, yes.

CA and NY are also states that mandatory pay range disclosures for job adverts, too.

It could be due to pay. Some companies adjust pay based on where people live, adjusted for COL. CA and NY tend to be on the high end. Just one possible theory, there could be many other reasons.

That's the most likely explanation. Companies don't want to go through a whole hiring process just to have a candidate laugh at the offer. Whether or not companies have any sort of formal don't hire in CA or NY policy, I see a lot of non-SV companies informally pulling back from CA--closing offices and the like.

These are the most expensive job markets and the company is trying to reduce labor costs.

Someone could be willing to work for a lower than average rate if it’s the right company though.