Think about the setting of the movies. It's a nice, average Midwestern town. Pretty flat, there's some woods, there's like, a river and stuff... It's not a bad setting in a vacuum, just pretty basic.
Now imagine me, a jello eating, fry sauce blooded, hiking loving Utahn born and raised, who always held the fact that FNAF takes place in Hurricane near and dear to me, (despite not properly being into the games until recently) going and seeing the movie. I was in shock! They snubbed my beloved state for a town in MINNESOTA?! THEY DON'T EVEN HAVE MOUNTAINS THERE!!! They don't really have mountains in Hurricane either, since it's in the Colorado plateau, but I was so upset, I ate a whole casserole dish of funeral potatoes. It still makes me shudder to think about.
Am I overreacting? No! (Because I'm just being facetious) But it would have been awesome if they'd filmed it there! That area is genuinely really cool, being a quiet, moderately sized community nestled in the rocks close to Zion national park (and unfortunately, St George :/ ).
I'm sure they have a gazillion reasons why they didn't choose to film there though, so it's whatever. Just wish it was different.