I suppose any State's unemployment rate could be better (or worse)  if you excluded specific community members 
HOWEVER,  the key concept is that the population is made up of three parts:
people who are employed, people who are unemployed, and people who are not part of the
labor force. Only the people actively looking for work are considered
unemployed and make up the rate. Retirees, for example, stay-at-home parents who choose not to work, or those living where they can not be actively seeking work are among those considered outside of the labor force.  So, those living in rural Alaska who "refuse" to move as you put it..are not making the  unemployment rate any higher.