Have you ever seen a resume that doesn't have the candidates address at the top of the page? I haven't. We typically receive hundreds of applications for any one job. We phone interview maybe 20 of them and in person interview maybe 10 of them. Those who we don't hire are never given a reason why we chose someone else. They don't know if it is because they don't have the requisite skills or because they live 2000 miles away and we would have to pay to move them to our state.
This isn't to say that we never hire anyone from out of state. We have done so on many occasions. But if there are 2 equally qualified candidates, we are more likely to choose the one that already lives close by and can start immediately.