Reagan lost Iowa, despite almost being a native son (i.e. being from neighboring IL). He never skipped another debate after that. Bush skipped the NH debate over the debate arrangements (he was sandbagged by having to debate four other candidates instead of just Reagan, as had previously been arranged via bilateral discussions) and lost the NH primary by a country mile, despite being a near native son (i.e. being from neighboring MA). The common thread is that skipping debates - for whatever reason - used to mean losing states. Maybe Trump will prove the exception.
Reagan didn't just come from neighboring IL - he also got his first big break in radio at Iowa radio stations, in Iowa City and then in Des Moines. So Reagan's ties to Iowa were very strong, yet he still lost.