Isn't that what most other sports in Australia do?
NRL and AFL do it but they're both really popular in the cities that host them. So most NRL teams are from NSW and most AFL teams are from Victoria. And even if you got an NRL final with no NSW team or an AFL final with no Vic team there are enough general fans and interest to sell out a big stadium for the final. The A League just isn't like that.
Plus both those competitions started as state-based comps and became national comps later, so there's history behind it too. Again, the A League doesn't have that