That would be a very bad tactic
In fact touring crime seems like a better approach, you commit a bunch of crimes in a city and move on, never to be seen there again
That's what I had assumed too, but there are several factors that dominate, statistically:
When you do a crime close to home you blend in, you are more likely to know about the opportunities, and you can more quickly/easily escape home.
Crimes of passion and opportunity are by definition done where you happen to be, which is likely to be where you typically are anyway.
Many "crimes" are really defined to control populations, so the people committing them aren't really criminals and of course such "crimes" are enforced where the target population lives.
Of course crimes are also committed by people who don't live nearby, but they seem to be a small minority of crimes, though a large majority of book/movie crimes (otherwise...how boring those stories would be)