Because Maine, of all places, has high-quality and affordable ship-builders with a lot of expertise outfitting these kinds of vessels. Also, it's a banana republic, so it's easier to do things quietly.

Notice that, despite the fact that the local Portland paper (which is admittedly garbage) has tried to cover this in-depth, they haven't been able to get any information whatsoever about what is going on. Indeed, most of what they have reported is basically just ripping things off from SF reporters.

If you want something done and done quietly, it's best to go somewhere you can easily manipulate the local officials.

Of all places: Maine.

Cheaper than building it in Boston Harbor or New York Harbor.