Staying in a state that sponsored you, as some say, is a moral obligation and not a legal obligation. BUT, once you apply for state sponsorship (or for ACT, that is), you sign a paper saying you will stay in that state for a certain number of years. Now, there might not be a problem, but what if they use that paper to deny your citizenship when the time comes? Do you want to risk it?
If you get sponsored by another state, I suggest trying to find work in that state first. If you are unable to find work, then go to the state with your family, but inform your state. If they release you, then it would be better for you. But just go through all legal channels first. đŸ™‚