If you are referring to the "new device" message with you sign-in information, the location information is usually sent by your network provider. If your network provider has a headquarters in another state, that might be displayed.
If you are using a VPN, hotspot or privacy software that may affect the location information you see as well.
As long as the time and browser information correspond to your sign in, you may be able to ignore the location.
If you get such a message but you have not signed in to eBay using the browser indicated, you may want to consider changing your eBay password.
You can check your current active sessions here:
https://signinalert.ebay.com/sgninalrt/sessions
