Grouping States and Shipping Methods
If you are going to group states we would recommend you to enable the option called Show shipping methods grouped. If the option is checked the shipping methods will appeared grouped instead of having a line for each state.
You can always un-check the option to make sure that everything is being assigned as you expect. If you do so don’t forget to refresh the page so all the changes are reflected properly (F5 on most browsers).
You can find the option here (click the little cog wheel):
A pop will appear with the option: