My Apple ID is asking me to sign in from another state

Are you using a VPN connection that might terminate in New York City? Other than that, your location will be taken from the Point of Presence of your carrier’s network: That is, where your cellular network connects to the Internet. As long as the the notification corresponds to a sign-in that you have just done it is OK. If you get a notification when you are not signing in that is someone trying to hack your Apple ID. As a general policy you should have a strong password (20 characters is good) and 2 factor authentication on your account. If you have both then no one can hack your Apple ID. See→Two-factor authentication for Apple ID - Apple Support

Regarding updating iOS, you can do that through your computer; you don’t need Wi-Fi if you update using iTunes on Windows or Mac OS older than Catalina, or Finder on Catalina and newer.

Hey Mr-T33,

Your location information would be determined by your internet service provider. As you're not using Wi-Fi this would be pulled from your carrier. We'd suggest contacting them for further information on that.

Thanks!