Texas is consistently among the top 5 most expensive home insurance states...especially north TX. 4 of the 5 states have something in common, they are all gulf coast states and the other one is Oklahoma. There is somewhat of a "sliver" area in starting from north TX that practically follows I-35 to the OKC metro. Historically, this area has some of the most volatile weather in the US. Don't focus on tornadoes, its the wind & hail that causes the most damage and new roofs on average could run about $10K to $15K per claim. N TX has a large population base, just think how quickly these claims can add up when a decent severe storm rumbles through the area. I can tell you that certain zip codes in the OKC metro have a distinctly higher rate for home insurance because of recent bad weather that has blown through in consistent paths over a span of 10+ years. However, contrast that with Montana, another large state (4th largest) in terms of land area but the population is just over 1 million people (44th). I understand they have some wildfires and a few earthquakes. Montana can also have some severe storms, but not with the same consistent intensity and frequency as n TX.
Others in here, have brought valid points of why there is a difference between the two states but by far, the main reason is the weather and population base.
One side note, you should only have one primary residence policy and a secondary/vacation residence policy. There are a few slight variations between those policies but I would encourage you to make sure that each home insurance policy accurately reflects your stay for those homes.