Interesting, I take it the distances are being computed in some other way? The "results from State" would definitely make a lot more sense if they matched the zip code.
Distances are being computed from a geopoint representation of each zip code (which is a bit out of date, but which I can update fairly easily) to a set of shape files representing US counties. It's intentionally not 100% accurate because the underlying math is quite slow and using slight approximations speeds things way up.