Yankees seem to be the favorite team of places without obvious geographical loyalties, or maybe especially areas with no radio or television coverage of a team: Central Nebraska, Montana, Oklahoma, etc.
Be aware that this is based on Facebook followers, not necessarily actual fans. Lots of young black folks in Louisiana might dream of New York, for example.
Let’s have a survey of which teams receive the most national TV coverage. That will explain the popularity of the Yankees, Red Sox and Dodgers in “unexpected” places.