If you register your company in WY but will be doing business in e.g. MA, you will have to pay registration fee in both jurisdictions. Doesn't sound like a saving to me.
If you mean why not register in your state, then Delaware has some tax benefits I believe. Not sure they will apply in MA though, maybe somewhere else?
MA was going to be quite a bit more expensive. I did the transaction through Stripe and they use Delaware.