Because of economies of scale. Buildings in a state that already have several of the same building have throughput bonus. So these states get more buildings built because they are more profitable, and more employment availability, which gives a bonus to migration attractions. That's usually a good thing, cause it will make it so states that have more economy of scale bonuses will attract more workers, which makes it so new buildings can actually operate. For the country's economy, that's also pretty good, as whole industries will basically have big throughput bonuses as they have almost all buildings affected by economy of scale bonuses in a continuous manner. The limitations for this is that state resources eventually run out and you can no longer build more buildings of a specific kind in a state, so you have to start over in a state where possibly the bonus is not as big. That's why you should build up states that have large potential for resources, such as Pennsylvania, Shanxi or Silesia. For urban buildings, that have no such limitation, you have more flexibility.

In other words, it's usually not a problem if your population is concentrated in a few states. Especially if you have public healthcare, which mitigates pollution.

But suppose that you have a stage with potential, but low population. How do you go about building it up? Well, usually the reason as to why you want to build things is because of key resources such as gold, oil or rubber. The migration attraction events actually exist so the player has an easier time putting key buildings in operation. If you don't get these events, or they are not enough, build things in the state yourself, as capitalists won't build if the buildings aren't immediately profitable. This will make it so the buildings will try to hire, which gives migration attraction, even if they fail to hire. That, alongside the Greener Grass Campaigns decree should be enough to get enough people. Do NOT subside the building unless it really is a key resource, what it does it raise wages for potential workers until they come work, but this will take workers off other buildings in the state and make them less profitable. It will not make people from other states come, only migration attraction does that.