Short answer: Because premiums are set by geographic rating area. Federal rules let insurers vary an individual or small-group premium by location, along with age, tobacco use, and family size, so the same plan can cost more in one area than another due to differences in local competition, provider prices, and state rules.
Health insurers cannot price a plan based on your health, but they can price it by where you live. As HealthCare.gov puts it, where you live has a big effect on your premiums; differences in competition, state and local rules, and cost of living account for this. Each state is divided into geographic rating areas, and your premium reflects the area your home address falls in.
Under federal rules, a plan’s rate may vary only by a short list of factors, one of which is the rating area, as established in accordance with paragraph (b) of this section. That is why an identical plan can carry a different premium a county away, and why moving to a new rating area can change your price and may even open a Special Enrollment Period. Age, tobacco use, and family size are the only other pricing factors allowed in the individual and small-group markets.