I did think of the use case, but I think it's far less necessary than you'd think. There are libraries to check current state, but checking distance to state borders is much more complex.
While many people live near borders, not that many people actually cross the borders every day, to the point that it'd be necessary to download by default. In philly for example, it's only a bridge away from Camden NJ, but I've noticed from license plates that there is rarely ever a car from the other side on either side. Most cities on borders are separated by a toll bridge and people rarely cross day to day.
Also, everyone has unlimited data nowadays. You can just hit them with the "would you like to download this states map?" modal when you see them in another state.