I don't think it is abnormal. It entirely depends on your personal situation. Some people choose to apply to one area/state because of personal preference, family, or financial reasons.
I would be more concerned about choosing programs that are in line with your own priorities. I chose to apply places with strong programs that match my learning style/goals and are located in places where I can live happily (and, therefore, perform better). Location was not my most important factor either.
Good luck!