Militia do not have a malus outside of their states because of a lack of a friendly population in the region they are located. It had to do more with the men who joined these militias and their purpose in doing so. They contracted to fight in their state, if necessary, against enemies of their state. Going into another state might not have even been legal, for many, it might simply be something they didn't sign up for, or they might have felt that they had no moral basis for 'attacking' a neighbor.
However, with 'southern' militia, I'm not so sure if they in general felt the same way as their northern neighbors. Maybe I'm hearing film-voices in my head, but I think of only one time of ever having heard of a southern, militia or other unit, not being willing or allowed to leave a specific area, and IIRC that was McLaw's regiment or brigade before 2nd Manassas, and IIRC it was not supposed to move north of the Rapidan River.
But somehow I have the feeling that somebody in the Arkansas militia, who voiced descent at marching into Missouri, would not fair a favorable opinion with his fellow militiamen. And I know that most of the troops with Forrest and raised in Mississippi were officially militia, that their purpose was to raid into Tennessee and Kentucky, where they were not at home, and were glad to do so.
Should Confederate militia be less restrictive as to which area(s) they should fight well?