Most of these states have a lot of rural or small town areas, which tend to not have as much transition. I was surprised to see Pennsylvania (and maybe Ohio and Michigan too, for similar reasons) because a high percentage of the population is in Philadelphia and Pittsburgh, which are much more transitory.
Also, some smaller/rural states with booming oil & gas industries are probably not on the list because it takes only a small influx to change the percentages. North Dakota, South Dakota and New Mexico, inter alia, are probably beneficiaries of this effect.
Pennsylvania is interesting. With two major cities relatively far from each other, I know a lot of people who have moved from one city to the other. Its a way of getting away from the home town but not going too far away. Under this quiz they would still be residents of their home state.
That may be a similar reason why Ohio is on the list.
West Virginia does border a lot of states. IIRC, a pretty significant percentage of the population in the eastern panhandle was born in Virginia, Pennsylvania, or Maryland
Maybe people that can't leave due to economic conditions is a factor? Most if not all of these are either a rust belt state or a poor southern state. Except maybe Iowa?
That may be a similar reason why Ohio is on the list.