You can't launch from the US without the federal government giving you permission. And SpaceX does not have (nor are they planning) any launch pads outside the US. [And because of ITAR, I'm not even sure they'd be allowed to build one.]
However, I do think avoiding local control (state/city permits) is a reason for this.
As long as the company has a HQ and owners that care about their quality of life, they don’t really gain any extra safety by moving their hardware to space compared to keeping it where they are based.