Combination of GDP per capita, wider selection of biomes, and better infrastructure than the other options. But each investor makes their own decision!
Let me introduce you to the cowboy state: Wyoming. It's mostly full of not people and the few people that are there by and large subscribe to the "leave me alone" type︀ of governance. It's far from perfect, though. But the risk of running into someone you︁ disagree with is quite low, unless you're on your monthly trip into town to stock︂ up on groceries.