The idea that "state" teams are trying to appeal to a wider market is ludicrous. Even teams with city names market regionally. If you live in Conshohocken or Bala Cynwyd or Upper Darby, your hometown team is the Phillies, not the Pirates. It does get trickier near the mid-point, but changing the teams to the "Quaker State Phillies" or the "Keystone Pirates" would do nothing for fans in Williamsport. It is a little different in Connecticut, where Yankees and Red Sox fans co-mingle. But I sincerely doubt that if the Sox went by "New England", it would sway fans in Bridgeport on the western end of the state.
Are there any markets where it would be virtually impossible to go by a state name? I can't imagine the Seahawks ever using "Washington", although "Pacific" might be an option. And it is unlikely any Chicago team would take on Illinois; the state name conjures up images of bucolic wheat fields, not something that Chi-town embraces.