I'm no statistician, but I believe I can offer some insight.
It's true that any line of numbers has an equal chance of winning, and it's also true that where more tickets are sold more jackpots will (over time) be won.
The problem with the assumption that it's better to play in a state that's had more wins is that it isn't a pool. The jackpots are won by individual ticketholders, not by states. If you buy a ticket in Maryland, and the winning ticket is sold in Maryland, it's more likely that the winning ticket will be yours. If you buy a ticket in California, and the winning ticket is sold in California, it's less likely that the winning ticket will be yours. You can make it more likely that you bought a ticket in the state in which the winner was sold, but that makes it no more likely that it will be your ticket. You get nothing for having bought a ticket in the same state.
When the odds favor a particular state, because more tickets were sold there, then the odds are more against each player in that state if the winning ticket was sold there, for the same reason, because more tickets were sold there. Predictions and luck aside, the odds based on geography wash out to favor players with the most lines of different numbers, and to favor every set of numbers equally, regardless of geography.
If your goal is to buy a ticket in the state where the winner was sold, you can make that more likely, or even a certainty if you play in all 12 states, but you get no benefit from that. Any set of numbers you can play in California you can also play in Maryland.