That issue is "water."
The state of Idaho is not blessed with a superabundance of water. Almost all of the water that is "available" (in a purely technical sense) is already claimed for "beneficial use" by the present residents. Additional water will need to be imported at no small expense; merely showing and expecting the water to be there for your use will not win you kudos from your fellow citizens.
No state has been chosen yet.
I will give you my "gut feeling" on the whole idea.
It won't be 20,000 people. It will be over 500,000
Here's your water