Because that is the basis of your permanent residency. It's a provincial program, and your status depends on whether you intend to reside in that particular province who brings you in.
If you immediately move after you get your PR, government will look at it very suspiciously and it would be well within reason for them to think that you have committed fraud/misrepresentation.
Nobody can read your mind, and guess your intent, but actions speak, and very very loudly.
If it looks very obvious, based on your action, that you never intended to stay in the province, at least up to the day you land, then they may say it's fraud and start the revocation process.